I'd exchange the money when the exchange rate is good and take it over with you to buy on the spot. You could try googling Cleaver Brothers and sending them an email to see what the best price they would offer the tix for.
I've found the US Costco online price to be the best. Fortunately for me, I have an aunt that lives in SoCal that is a member, and she purchases them for me. I just have to visit her before I hit the parks.
Cleaver Brothers are on Harbour Boulevard in Anaheim; so they could be a convenient stop if you heading to DL or staying in Anaheim. I've bought discount tix from them at least twice over the counter without any issues. They can't match the Costco price but offered me LegoLand tickets at 50% off if I bought the City Pass at RRP from them. Worked out to be the same as getting the Costco tickets plus the Legoland tix at normal discounted prices from CB. From memory, they also recommended another online member club as an alternative....try sending them an email.