Why are bitcoin exchanges such a pain in the but

So I'd like to go buy some bitcoins and have fun playing day trader, but the bitcoin exchanges are such a pain to get money into or out of. They seem to work very well for moving BTC, but...how do you get those BTC in the first place?

A couple examples using the larger exchanges:

Mt. Gox - 1000 Yen deposit fee, + $25 international wire fee for my bank = $35 in fees just to put money in, plus 7-10 business days in time.
Bitstamp - $15 deposit fee + $25 = $40 7-10 days.
BTC-E - As far as I can tell, there is no actual way for me to even get USD into this exchange. OKPAY and several others don't take US customers period, and the rest are all in Russian and I probably can't use them anymore anyway.

Bitinstant I guess used to solve all these problems, but they are living in poof-town at the moment.

So what is a US customer to do? How do I get USD into and out of these exchanges quickly and easily?