EtherDelta is decentralised as opposed to some of the larger exchanges which are by and large all centralised. The learning curve is steep but there's a few YouTube vids on using it which are pretty good.
Keep a look out for a few more decentralised exchanges popping up soon.

As a side note I'd recommend getting the MetaMask chrome app when using EtherDelta to plugin to it as your wallet, makes things a lot easier.