You've never experienced Kraken then (bitcointalk thread here). I don't want to sound like an unpaid advertiser for them here, but using Kraken is a revelation, a paradise compared to every other exchange i've used. What you say here is exactly what i'd say about Kraken. Their only problem right now is that their trade volume is still relatively low for euros and virtually nonexistent for usd (it's taking them a long time to get approved in all the states of the US). Once they have enough volume they'll activate their margin trading too and if/when that happens i expect an exodus from Bitfinex to Kraken. (Not that i'd like that, i lend money here and Kraken plans to provide the liquidity by itself).