Most of the time I trade big market cap coins like ETH, LTC, and XRP because I'm looking for liquidity. Those coins volume are still nothing compared to BTC but my trading size isn't that big either so it's acceptable. I used to trade only on Bitmex because they're the only reliable margin exchange so far but recently Binance has caught my attention too with its variety of pairs.

So, that's my recommendation: big cap coins on big, reputable exchange.