I use the below site for currency exchange:
You can enter USD or CAD vs KES or TSH.
They will also allow you print out a 'cheat sheet' to keep in wallet so you have an idea of what you're spending
In Kenya it seems easier and safer to use ATMs, while in Tanzania seems most prefer to stop in a Forex office. In Kenya they are leery of USD$100 notes (assume they might be counterfeit), where in Tanzania the larger notes get a better exchange rate. Don't ask me why.
Just remember that your notes, especially USD should be relatively new (not torn, taped, crinkled, washed in your jeans) and dated no older than 6/yrs. or from 2006 forward. For USD notes, those with the newer faces/colors (except the USD$1 which hasn't been changed... in years, same ole, same ole, but the 2006 date still important).
Edited: 5:20 pm, October 11, 2012