Which exchange would you recommend people use?

Mt Gox and other Bitcoin markets ought to enable and encourage the use of some form of multi-factor authentication.  I use a Yubikey in conjunction with my Lastpass account (Lastpass generates very strong, unique passwords for every site so I'm not concerned about my Mt Gox password providing access to anything else), and it's a fantastic and open source authentication system.  Since Bitcoin is growing exponentially in usage and legitimacy, trading services should be growing with it and hardening their systems both on the code side, and on the user interaction side.  Many banks offer or require multi-factor authentication, why shouldn't Bitcoin services?