"Having been there 40 plus times ...I say: don't use an ATM, I have encountered a $6 fee plus a fee on my bank account back home! Yes two fees each transaction! If you're doing $100 a day it really adds up. The bankmart that newb mentioned is good and there is the other kind of hidden one down town and there is on on the beach road( Makes no sense but NO Signs out front) it's in front of Bourban Beach and across from Times Square. We stay at Bar-B-Bar so it;s out our front door, cash $100 or $200 a day and you're golden no banks on Sundays or holidays. Use the cambio in the airport for a starting $100 or $200. "
Counter-point to the above: I use the ATM all the time - now I'm not pulling out as much money as you are...and my bank charges a percentage as a "foreign transaction fee" so if I pulled out the equivalent of $100USD (I use the machine by HiLo, only if that's down do I go to Scotia and I always pull out in JMD) my fee would be $3.00 - similar to what some of the cash machines (non-bank) in the states charge. Its worth it to me for the convenience. It is up to the individual if it is worth it to them and worth checking with their bank how their foreign transaction fees work...I say if you are paying a percentage you are A LOT better off than a flat fee and I think ATM's are the god-send of the international traveler!
As far as Cambio selection, it depends on where I am in town - I'll use Banmark if I'm closer to home, HiLo if I'm running errands downtown.
I've never even thought to use the airport cash machine....if you are bothered by the beggars by Scotia, I'm not sure how comfortable you'd be at the airport ATM? Wouldn't know for sure never having used them but lots and lots of people around that's for sure. Since I usually arrive late afternoon in Negril and I'm anxious to get home I use USD the first evening I'm there and hit the Cambio in and amongst the errands I'm running the following morning.
I never ever use any airport money-exchange place...they SERIOUSLY jack you on the exchange rate be it in Montego Bay or Paris.