ATMs are definitely the best rate. But I wouldn't wait till Wacken, do it before then, like in the airport. Most airports I've looked at had some. Just make sure you have a 4 digit PIN and call your bank to let them know you'll be using your card overseas.
Also if you have Bank of America, withdrawing at a Deutsche Bank ATM is completely free; no ATM fees, thanks to the Global Bank Alliance.
But even if you can't take advantage of this, it'll only cost a couple dollars to use the ATM plus a couple more from your bank for using an ATM from a different bank. Still a way better deal than ordering in advance from a bank; for example, the actual exchange rate and Bank of America's buying rate differs by 8 cents per dollar... a significant amount when you're buying hundreds to thousands of euros. So definitely ATM.
I wouldn't use a debit card to purchase things while over there, though, because you get hit with a foreign fee for every transaction.