EtherDelta has always been a pain in the arse. However, the decentralization aspect of it and holding your own private keys is very important. There are more decentralized exchanges popping up nowadays, such as IDEX(have not used yet). Kyber Network, 0x, Loopring will all be decentralized exchanges. Even Binance wishes to become fully decentralized eventually, which would be great. SingularDTV(SNGLS) also has their own exchange. I think the amount of volume on decentralized exchanges will increase overtime as they gain in popularity.