If you are looking for historical currency exchange rates, or rates against currencies other than the dollar in downloadable format, Datastream would be a good starting point as it provides historical cross rates and downloads in Excel format.

In Bloomberg, the Currency Market Monitor (BBC) is a good place to start searching for exchange rate data. In addition, the FXC shortcut will allow you to monitor 10 key cross-country rates.

Thomson One has a Currencies area that will allow you to view currency exchange rate data, both current and historical.