You can get good rates changing money on the black market with the Rastas in the car park in front of Lilongwe City Mall. This is an unregulated industry, so carry out the transaction in daylight, pay close attention to the exchange rate and the notes being counted out, and use common sense. There are banks and ATMs all over town.
Money Bureau Crossroads Complex; Centre Arcade Has good rates.
National Bank of Malawi African Unity Ave; Kamuzu Procession Rd You can change money here and get a cash advance on your Visa card. Has 24-hour ATMs that accept Visa.
Nedbank Lilongwe City Mall; off Independence Dr Another good bank with ATMs.
Standard Bank African Unity Ave; Kamuzu Procession Rd Offers the same facilities as National Bank of Malawi, but the ATMs also accept MasterCard, Cirrus and Maestro.