I am not sure probably bitstamp or mtgox. I use bitonic (the Netherlands). However it has a payment delay of one day. So if you have 6 coins, you should trade 3 maximum per day. If you do well enough you gain 80 euros a day. For me this is more than enough.
Don't use gox. Sucks as almost everything. Can't get your money out. Very high transaction fees. Use other eXchange
I see people saying this all the time but I wonder how much truth there is to it? With that volume surely everyone can't have problems with withdrawing. Regarding the fee's the seem to be the same on bitstamp?