Well, there is the COMPLETE bullshit practice of the exchanges double tapping the funds on both sides of the exchange. Why anyone would submit to this ass-raping is beyond me. I will delete my fucking coins before an exchange gets a piece of both sides of them.
And then there's all these tradebots. Who runs them, Mt. Gox? I don't know how they make a profit trading right near the edge of transactions unless they have no transaction fees, so probably Mt. Gox is doing it.