This Q&A was spawned by the fact there's no one good place with this information. All answers will be wikis. A few of us are going to be collaborating on this effort. Please keep one answer per exchange. Feel free to add whatever you can. 

The answers are solely going to cover transferring from an exchange to a wallet you already have. If you need help generating a wallet, see (todo: insert links here).

Thank you.

1. Poloniex
2. Kraken
3. Gatecoin
4. ???