Tehran has perhaps the greatest concentration of bank branches of any city on earth; along a 1.5km stretch of Enqelab Ave there are more than 20! Unfortunately, the rates of exchange (the Central Bank rates) are usually poor.
Instead, the easiest and most common way of changing money is in an official moneychanging shop on Ferdosi St south of Ferdosi Sq. They won’t smile, but neither (usually) will they rip you off and it’s all done in about 30 seconds.
Black-market moneychangers will probably ask you to ‘change’ on the street before you reach an official shop.