I would consider Mercury. There are two reason I haven't yet. Firstly, the last time I looked in to it and downloaded the wallet to give it a spin, I was one of the first and there was essentially no liquidity in the swapping pools, rendering the whole thing pointless at that time. Secondly, I haven't spent enough time looking in to the code to make sure that it is doing what it claims to be doing and that the central coordinator can't scam me or compromise my privacy.
I don't have good coding skills to check this out myself, but I know that volume and liquidity is much higher now than when I tested it.
What makes me think about Mercury wallet future is that creator Nicholas Gregory and developers are publicly known, and this could be used by regulators with some new potential restrictions, similar like with Wasabi.
The thing about Mercury is that it doesn't obfuscate the history of the coins you receive, but rather swaps your history for someone else's history, and leaves no traces on the blockchain that this has happened. If I'm trading peer to peer, for example, then I want my coins to come directly from a mixer or a coinjoin, so if my trading partner tries to look at the history of my coins they realize they can't find anything. I probably don't want my coins to still have someone else's history attached to them, in case my trading partner looks at them and (as an example) sees they've come from a wallet with 50 BTC in it and then decides I'm now a target to be robbed.
But isn't that something similar you would get with using Lightning Network for Bitcoin?
LN is also not really decentralized and you would get history of transactions that belongs to someone else when you swap LN back to Bitcoin mainnet.
On that note, I think that Mercury have some plans to work with Lightning Network transactions also.
In this case you would be able to exchange Mercury statecoins with other people, or swap them with Lightning and use on exchanges.