I first used Poloniex to conduct transfers but they lost some of my SBD so I ditched them. Currently I usually use blocktrades to transfer in or out of Steem/SBD but due to Blocktrades inaccurate pricing I’m slowly beginning to consider switching to Binance.

As an exchange Binance is older than Blocktrades, Binance has way more volume so the withdrawal/trade fees are enough(no exchange rate tricky). Also Binance is way more reputable with its ceo being a publicly know figure. The biggest issue I see is that to Binance Steem is just another crypto so issues might get fixed slower.