Right now, Americans setup a Dwolla account just to get funds from their bank to send to an exchange, to buy Bitcoins.  Why is the middle man required?

I believe that the exchanges already accept bank wires.  So wiring funds to a payment processor would be just silly.

The only advantage I see is that Dwolla and Paxum can accept ACH.  Why can't an exchange set this up directly?

Further, I would expect an exchange to specialize in large volume, higher frequency trades while another specialized service should be setup to purchase bitcoins for consumer use.

The service a typical consumer will need to make bitcoin an effective online market is quick, convenient purchase from either credit card or direct debit.  The problem is that bitcoin introduces significantly more risk than using cc or debit to purchase online goods.  Because the bitcoin is instantly "shipped", can be quickly laundered, and can't be reversed if the funds are revoked.

Peering a couple of years into the future, what will the solution be for average non technical users?  A centralized bitcoin store for credit approved, strongly non-private customers?