Great post, I have been searching for a exchange overview for a while.
My favorite is Bitfinex for a two reasons:

• Advanced order types like Fill-or-kill, One-Cancels-Other, Post-Only etc.
• Very deep order book. Because they have different fees for maker and taker, a lot of liquidity is added to the market. The market slippage for large orders is minimal. They need all that liquidity to offer margin trading which takes a lot of market depth away.

What I don't like, is that the order book is not really transparent, like on many exchanges. Hidden stop-losses that are required for all margin options change the oder book quite a bit, but it is not visible to traders. I will post a rant about this topic in a while because no one seems to understand the significance of this issue.