Take a taxi to your hotel. You can bargain with him, and make sure you do not pay more than US$20...closer to 15 would be about right...but spread the wealth for good service.
Once in the hotel, find out where the closest bank is (Depends on what hotel you are going to). Go to the bank and exchange a few bills to get a feeling for the transaction. Later on, you can go to a "Casa de Cambio"--exchange house--and get a little better rate...but unless you are exchanging millions it really does not matter much.
HB