I agree with Myeongdong near the Chinese Embassy. There are lots of currency exchange places there for you to look around for the best rates. The one I went to and seems to be the most popular is the one at the corner here:
https://www.google.ca/maps/@37.5622082,126.9828323,3a,75y,275.62h,94.71t/data=!3m6!1e1!3m4!1shNKu983Q2WXY3ja-XwdSkQ!2e0!7i13312!8i6656