To make BitCoin clients more secure, I've heard that the next native clients will encrypt the private key. Is that separate from the wallet.dat file?

If you are buying/selling large amounts of bitcoin, the additional liquidity and volume from MtGox will be very beneficial to you.
If you are buying/selling low volume, then nearly any reputable exchange will work for your needs.
Check bitcoincharts.com for a list of exchanges and prices.

I am a member of several exchanges, and looking to contribute to the liquidity and stability of bitcoin. I would like to see bitcoin successful, but there are several technical, political, and legal hurdles that need to be solved before this storage of speculative value becomes used as a currency.