There are a number of money changers at the city centre near central market (not within central market itself) - I often change at two near the Maybank and RHB junction.

Unless you are changing tens of thousands, 0.38 or 0.394 won't make much difference. On the other hand, if you travel one place to another to hunt the "best rates", you may end up incurring more through petrol, parking, LRT & monorail fares etc..