I would like to change some Bitcoins for Euros. What is the best way to
do it? Any experiences with www.bitcoinexchange.com
I've used bitcoinexchange before. Their exchange rate is sometimes unfavourable compared to what what you can get at MtGox, sometimes favourable. The difference can be 30% but it usually levels out within a few days.
Bear in mind that at MtGox you will need to pay paypal fees + paypal USD/EUR exchange commission. At bitcoinexchange EUR bank transfers are free.
Since volume at bitcoinexchange is low, it's only good for small amounts at a time.