I'm based in Thailand. Is it better to change Thai Baht into Dong in Bangkok or in Vietnam, Hanoi.

Or is the exchange rate better to take US$ or Euros with me?

If you have dollar or euros, that's fine and easy to exchange in Vietnam.  Don't change Thai baht to dollar/euro if you already have baht though.  The double conversion would cost too much.

 

If you're just talking 10,000 or so baht, I would just change it in Bangkok and be done with it.  Is it worth the time and hassle to try and save 800 baht?

It is just for a 4 day trip.

So you mean I get more Dong if change baht in Bangkok than in Hanoi?

Thanks

I've just recently spent half a year in VN. Having just checked several VN bank for-ex charts, the rate is running 700 dong/01 THB. So 10,000 baht will be 7 million dong. From my POV, that's not enough for a 4-day trip, little left for emergencies. FYI: You can only pull 2 million/$85US from most ATMs from a foreign source. 

 

I usually do change some Thai baht into VN dong in BKK for immediate taxi usage/SIM purchase, etc. 

 

If you have Thai baht (or any currency), gold shops will change it at a pretty good rate, roughly equal to the best exchange bank, Eximbank. Before you exchange money, check the Viet banks online exchange rate charts.