for whatever problem you may have with mtgox you should first sent them a support ticket.
They have very quick response times and all my issues were resolved in the past.
About the withdrawals i am using only SEPA, lately i was impressed since i had my 1000e in less that 2 weeks!
thus, i guess they are doing the best they can to support their customers in general.
For sure Bitstamp is more quicker (SEPA times less than 3 days!) without asking me any documents to sent them
but i wonder for how long

and be aware to use 2FA in every exchange you have a lot of money

Support ticket, lol, I put in a request for money in late June, many support tickets later gox has not yet sent me my money, lol support ticket, lol.