Change money at money exchanges (many have "rich" in the name!), never banks. Their rates are much better and they are all over Bangkok. For immediate needs, wait until you have been through immigration and customs, then go down to the airport basement (airport rail link terminal) where you will find exchange booths which are outside the cabal that sets the (bad) exchange rate in the airport itself.

Which SIM card? they are all much the same as far as the short-term tourist is concerned (for longer stays the advice might be different.) I go for whichever provider has the shortest queue at the airport. Yes, I might save a few baht by going to a 7-11 but the airport people are accustomed to dealing with farangs with weird phones..