Poloniex-Pros
High liquidity.
May not be easy for new users.
Margin trading is available.
-Cons
Poor support.
Had been hacked once in 2014.
GDAX-Pros
Lowest fees.
Possible to buy ethers with almost 0% fees.
-Cons
Hard for new users.
It may track your spendings and may block if questionable transfers are made.
Bitfinex-Pros
Unlimited withdrawal.
Various payment options.
Anonymity and privacy is possible.
-Cons
Had been hacked once in 2016
User interface may seem hard to new users.
Good luck!