I had an issue like this with bter (and posted about it on bitcointalk on a few bter threads), but eventually I did get my coins back. I don't think they are stealing, "just" unreliable software and bad support.

Also, I've had reasonably good luck with cryptsy support on these, and you can pm or email bitjohn and he will often see that these issues get taken care of.

I seriously doubt there is any exchange with anywhere near the coverage of coins and support and reliability that is even as good as cryptsy (not to say theirs is always perfect -- it is not).

Also, I'd add that often cryptsy's problems are coin-specific, so it may make more sense to disable sending on a coin-by-coin basis, perhaps automate this with a cap on the amount of value in limbo per coin.