Geneva is a good place for changing your currency, provided you use one of the small currency traders and not the big banks. Zhe banks usually charge a commission of at least CHF 5, unless you have an account with them, and also have less favozrable ratesthan the currency shops (such as Change de Mont-Blanc in rue de Mont-Blanc opposite the station). The Change in the main railway station is also OK.
If you want to change an axotic currency, then you might be forced to go to a mayor bank.
If you don't want to dig deep into your wallet, then you picked the wrong country. Switzerland has a high cost of living and even a simple meal will cost about 10 swiss francs, I imagine the cost of a room is also expensive but I didn't hang around long enough to find out.
Make sure you have Suisse Francs. Most places acept US Dollars with a steep commission--at the airport, we paid for lunch with dollars and they took 1 USD for 1 Suisse Franc. We also found several places that wouldn't take Euros.