Cryptsy has been ok for me so far. Once I've deposited coins, the trades seem to occur just fine. What I like is that they are US based (https://www.cryptsy.com/pages/about) so, in theory, there is some accountability if things go wrong.

That said, sometimes it takes a very long time for deposits to show up and go from pending to complete. And, the site can be rather slow at times.

I've also used BTC-E and they've been ok as well. However, they are located in Bulgaria and have no known physical address. I wouldn't store a significant portion of your assets there for that reason alone (of course, this is good advice regardless of the exchange).

I've not used the other exchanges, yet.