OpenLedger is the only Bitshares platform I have tried, so can't offer a comparison with others, sorry. The only other decentralized exchange I have tried is Bitsquares, and I recommend staying away from it. The UI is nice and fairly intuitive, but the trading process itself is quite clunky and can take up to 24 hours to complete one trade in the worst case. It's more akin to a digital version of meeting someone in person to swap assets, rather than what you would typically think of as a cryptocurrency exchange.

I have heard many rumors of an upcoming Ethereum based decentralized exchange called Etherex, but as far as I know it's still under development with no clear timeline for release.