You would be much better off with a debit card on your Canadian bank. Travellers checks are often used as part of a scam, so some exchange houses do not like them so much.
I do not think any of the major exchange houses will change a "big amount" without a lot of personal information and guarantees...they are naturally suspicious, as they should be.
Just get a debit card and live off of US$500 a day like normal people do..
HB