If you're on a tourist visa or in visa exempt status, you'll likely need to pay an agent to help you. I opened my first account via an attorney while I was here on vacation. I opened the second account myself after I had a local address.
If, however, you are already here on a long term visa, you can do it yourself. Go to Immigration to get a Letter of Residence - they are used for three main purposes: 1) Opening a bank account, 2) Getting a driver's license, and 3) Purchasing a vehicle. Take that letter to the bank of your choice to open an account.