I need to do something similar with a US-to-Switzerland transfer and I'd like to find out more about Western Union/MoneyGram. I'll decide on which bank to open my account when I get to Geneva, but I'm trying to plan ahead since I want to transfer several thousand USD within my first month there. I have family staying in the US with access to my US accounts so they can help if needed.

I've done international bank transfers before, which were discussed here:
Money transfer : UK to Switz

However, I don't have any experience with Western Union/MoneyGram transfers and I'm not if it'd be the most efficient approach for me. How are their exchange rates? Could a wire transfer go directly to a bank account or would I need to get the cash at a Western Union location and carry the cash to my Swiss bank?

Thanks very much for the advice.

Ben