Is there a canonical list of different exchanges/trading sites for Bitcoin?
This would probably be the closest to what you are asking:
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http://en.bitcoin.it/wiki/Buying_bitcoinsI'm keen to find out if any offer stop losses
Nope. CampBX in 2011 said that it was coming soon. So did Mt. Gox, and a few others. Never happened.
if the same functionality can be achieved through the use of a combination of other mechanisms.
I believe CoinSetter, "launching February 2013", will have stop loss triggers and leverage. If you still wanted to trade at Mt. Gox for example, but wanted the protection that stop loss offers, you simply have a position on CoinSetter opened when the stop loss trigger occurs -- even if it makes use of margined funds. Then at some point you can close both your position at Mt. Gox and the position opened when the stop loss trigger fired.