I use bitshares exchange primarily now. I started off on gdax - but with only a few coins available to trade on there I wanted to try somewhere else.
Getting started on openledger was easy enough after getting used to the interface, which at times seems to be deliberately obtuse. After a week or two I realised that there was an actual bitshares interface and that openledger was a skin on top of it.
The main thing that made change from openledger to bitshares was the fact that openledger seems to have removed all the graphing tools, and and the graphs instantly reset after zooming into them - which is exceptionally annoying.
The wallets are interchangeable between the sites - just point the site to your wallet on your computer. Now I find the only reason to go to openledger is to use the gateways.