No need to look further, we have big exchanges with high liquidity so no need to look for more. I personally use binance, bittrex and hitbtc.
I list some though these are common things that we should look up to.
Privacy
Security
Liquidity
24/7 support
Instant deposit and withdrawal
The bolded option seems to be a rare find in exchanges nowadays. Yes, they may have customer support service but most of them take days or even weeks to respond in an urgent query. Some may have live chat available, but pre-generated text is what greets me most of the time whenever I have something to ask. I am yet to find and exchange with an exceptional customer service that really replies within the day and actually resolves my problem on their platform whenever I need it.
It's hard to response the queries within a day when there are numerous users.
Even the top listed exchanges can't respond timely because they have to process bulk of requests regularly.
24/7 support(query response) will be great if any exchange implement it in future but it's not necessary if the exchange is trusted, secure and have high liquidity.