You will have a very hard time changing those $5000 bills.

On more than one occasion I've paid with a $1000 bill when buying a beer ($300) and then had to wait while someone took the money and came back with the change because they didn't have it on hand. I think anything bigger than $1000 wouldn't be worth the trouble.

That being said, there's something fun about walking around with $30,000 in cash. I always enjoy the ATM receipt that shows my balance in $JA... makes me feel like a rich person, if only for a moment. (Of course, I don't walk around with that much $JA... it ends up back in the room locked in the safe.)