I use the one near the KFC and Royal Plaza. There are atleast two money exhange places in the shopping area right after the KFC after The Royal Plaza Shopping center-on the same side. The place is usually busy, but the Wester Union part is separate from the busy part and it is fairly easy in and out- it is best if you DON'T have to park! I just noticed another one on the opposite side of the road and it looks like easier access. Really they are everywhere in Doha.

Hope that was somewhat helpful and not confusing.