First of all security, this is the most important thing. Secondly, fee rates. I know that Bitstamp makes money even when you are asking for a transaction confirmation or any slip to confirm that your deposit was processed. This is really too much for me. And finally procedures and additional KYC verifications that most of the exchanges are asking for. I have recently started using a new exchange when I need to transfer my coins quickly, it is called fox. exchange https://www.fox.exchange/pair/BTC-ETH
It's not for some major trades but it makes your life a lot easier when you need an instant change. It is safe, quick, plus no ID needed. Those verification procedures always make me paranoid about the purpose and further usage of my documents.