I'm assuming Cryptsy is based in the U.S.?

I remember looking at Vault of Satoshi, which appears to be Canada-based. They wanted quite bit. Like confirming a bank account, or a letter from your bank, or something. Granted, Cryptsy could get any of that with your I.D. but Vault of Satoshi wanted all of it just to get started!

Are there any other less invasive options? I don't mind going with Cryptsy, and they have a vast selection of currencies... So I'd need a similar selection, but with less invasive account confirmation.