OK with all the posts about transactions fees and transaction holds etc .. thought I'd post my experience ..
I have just transferred 2 Bitcoin from my Kraken trading account to my blockchain wallet ... cost of transaction: 0.0005 bitcoin so actual coins received in wallet 1.9995 ... 4 confirmations received within 20 minutes (19 minutes to be exact)
Personally I was expecting maybe a day for the transaction to be completed lol (especially with all the scary posts on the forum) so 20 minutes was pleasantly surprising.
exchange wallets are in the miners's priority so they confirm the money very fast. I am using bittrex wallet and it takes only 15 minutes for a transaction to be confirmed. You can try it yourself and see