I haven't heard much on Coinsetter. But, it appears they are not allowing USD deposits (or withdrawls) from US Customers. I should probably specify that I live in the US.
Coinsetter may still be in Beta. I believe they are based out of New York, and they are specifically for US citizens. I got a early beta code, but I haven't tested out their site yet...
They over the ability to short bitcoins I believe... you do need to provide identification including your social security number