Correct me if I am wrong, but verification is must for those exchanges, where it is possible to deposit/withdraw, using bank accounts directly. Consider Russian based exchanges, like yobit (not the best one though), where account setup is very easy. The disadvantage of this approach is necessity to work with online payment systems, like OKpay, yandex money, etc... which have sometimes rather large fees. So everything is relative. We have to choose between ease, anonymous but risky exchange or user-unfriendly but regulated one