it doesn't matter which bank is, but it has to be at the lien bank (look at the title, there is a print at lower portion indicating the lien owner). you don't bring cash with you, go to your bank to get a cashier's check before hand. At his lien bank, you can just talk to the counter what you come for, they will handle that nicely.
After receiving the money, the bank will sign on the title and hand it to you. That is it.