Personally, I think we should first get the wallet/miner/sanctuary to a good and stable place and only then go after another exchange. New coins can get away with wallet updates on a regular basis but once you add a bunch of exchanges you are limited to a few a year if that.
I agree with you. I think we should get our "Ducks" in a row first. <---- see what I did there!
Starting our own exchange would be a difficult and painful process and being based in the US would basically be a non starter.