Sort:  

I like what I see at Bittrex, with all the cryptocurrencies they support.

I haven't checked it out yet, but I'm going to have to it looks like . . .

Do they want to dig into your personal information hardcore? Or are they on part with Poloniex in that regard?

Not sure. It seems on par with others
Here is their privacy page. It has details: https://bittrex.com/Privacy.
I also found this FAQ which states they do follow KYC and AML standards.