That's not an easy answer for me but I'll do my best. In the past I've used and been very happy with poloniex. However, I'm very grateful to bittrex who have worked with Steem developers and were the first to launch a market for Steem.
Openledger is a decentralized exchange so I absolutely love it and imagine my use of it will only increase.
I've never used BlockTrades so I can't comment.
I'm preparing to start experimenting with some light trading to learn more, so thanks for sharing your thoughts. I'm a big fan of decentralization so I'll have to check out open ledger and also give bittrex a shot. Thanks!