Only tried once early last year. Wasn't changing much, so didn't really bother about the difference. But I am not sure why most of last year when I change, the rate tended to be better in SG than in JB, same as in KL. I thought it used to be better changing in JB. Only time just a different of one night, changing in SG and than use SG$ purchase stuff at Tesco to get RM was higher than SG and most places in JB.
My former colleague's wife works in a financial firm, she gets very good rate, by how much I don't know, didn't want to know, but definitely far better than any money changer. However, didn't want to trouble my former colleague even though we still are JB shopping kaki once a month.