mineXMR.com now supports mining directly to an exchange! To do this, you need to use EXCHANGE_WALLET_ADDRESS.payment_id as your username, and when looking at your stats. The payment threshold for exchange addresses is currently 10XMR, due to the tx fee increase. The payment threshold for all other addresses remains the same at 0.5XMR, and the fee is the same for any address - just 0.5%! We have also now have DDOS protection, and we still support mining to ports 80 and 443, so start mining with us today 
It is good to see pools take action and implement new features.
I myself mine at monero.rs, they support payment to an exchange and many many other features, including individual and aggregate statistics (I can monitor individual rigs). I suggest you implement this feature as well if you want to compete with the competent