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It is very easy to get ripped off whilst changing money - more so in private "cambios" than banks.
Tourists in prime locations are a target, of course and the brisk business which a "Cambio" located next to a bank (which was offering much better exchange rates!) was doing right in the centre of Vienna near St. Stephens Cathedral (opposite Zara) is amazing.
The bank Schelhammer & Schattera (about 50 metres away (opposite) St. Stephens Cathedral in a small lane is a good place to exchange your money. can get one of the best exchange rates in Vienna and best of all there is NO commission (hard to beat, in Vienna where almost all banks charge commission).