I prefer to use BeeSwap over the Hive Engine even though the Hive Engine allows for direct withdraws and deposits. Personally, I use BeeSwap for all of my trading unless I need to make a direct deposit/withdraw (or the token is not available, in which case I will use Hive-Engine).
BeeSwap has a much easier layout to use and has a very crisp look to it. Not to mention the fact that you can use liquidity pools and it has a built in Splinterlands wallet bridge is brilliant.
RE: What is your most favourite and useful cryptocurrency exchange and why?