The best place for currency exchange would be a bank but for the 0.5% difference in exchange rates between the bank and the airport, for convenience you should chance 1/2 at the airport ($250-500). Keep the rest in crisp $100 notes (take less space in your pockets).
Do NOT buy baht in the US. You will get killed on the exchange.
Yes, you need a job and work permit to open a bank account.
All of the (big) banks in Thailand can offer a visa debit/ATM card that can be used internationally.