bitmex.com - (futures exchange) - This is a gem. They're extremely professional. Every feature seems throughly considered, e.g. margin positions are valued based on global indices, not the local princes, to prevent flash crashes. The API is the most feature complete I've seen. One thing that bothers me is that Bitmex seems to have a conflict of interest, since they run a trading bot ('anchor market maker') on their own platform.
etherdelta.github.io - (ICO tokens only) - This was designed so that the exchange owner never controls your tokens, an Ethereum contract does. You decide whether this reassures or frightens you. It supports all tokens which is probably the main reason I used it (besides being a cool proof of concept). The in-browser UI is pretty bad.