I'd exchange money at the bank before you come over because if you use your EFTPOS card or even a VISA (debit or not) you will be charged the exchange rate plus any other fees your bank charges, so may end up costing you more. But its a good idea to have one with you in case of an emergency or over spending

Try to avoid money exchage places cos they rip you off big time.
As for limits even if you do open your ciggy packets or drink some of your alcohol its worked out on the entire amount you're carring in total, not just what you buy at dutyfree.
Have a fab holiday and dont pack much cos its sooo flippin hot at the moment