How many exchanges you know of that have too high withdrawal fee? I was shocked that Dcoin exchange wants 0.001 for any bitcoin withdrawal you want to make while other exchanges charges only 5000 Satoshi for bitcoin withdrawal, I was forces to exchange my bitcoin for litecoin before getting my coins out
Do not use small exchanges and have no reputation in this market. They have very high withdrawal fees and exchanges can be hacked at any time or they can scam you anytime they want. Use the leading exchanges in this market to trade or hold altcoin. It will be a lot safer and their withdrawal fee is also much cheaper than small exchanges. But 0.001 BTC for each withdraw is reasonable, I don't see it too high compared to the current popular exchanges