Bitstamp converts euros to dollars when you deposit (and the other way around when you withdraw). It's easy and fast to use from Europe (SEPA deposits take 1 business day typically), but you lose out on a little bit of currency-conversion costs, although Bitstamps bank isn't that bad in that regard with a EUR/USD spread of about 0.8%.

edit: Kraken is a great exchange to use. Their USD volume is crap, but for EUR users it's good. Deposit and withdrawals are fast (1 business day, though I've had the occasional same-day-delivery). Support is a bit slowish, but they are helpful.