If there was the demand for the items, I would buy them up at Ul'dah, and resell them for a slight profit. This isn't feasible though with only 20 slots max to sell. I'd make more gil actually providing the items people wanted at ul'dah.
However, if I could sell as many items as I had space on my retainers, then I could buy up the ore, spend 5,000gil on the airship and place it in Limsa.
In an ideal world, you would have the miners of La Noscea mine the ore of La Noscea (Iron/Cobalt), and sell it on the Limsa market wards. Then, the merchants would buy a portion of this and resell it somewhere else. This type of activity, on a large scale, would lead to items being available everywhere there is a consistent demand.
If the seek function was as viable as the regular selling function of the bazaar, people would be able to show, in advance, what the demand is for certain items.
Linking the markets directly, however, is the ultimate solution to make transactions easier among all parties; although, it isn't necessarily as interesting.
As for your suggestion, I think creating a tax that was dependent upon the volume of items in the market itself would, depending on the severity of the tax itself, might, to some small degree, accomplish the end you're seeking. But, it is really bad economics when you think about it. You are arbitrarily deciding that players should spread themselves out amongst the cities, so rather than, when deciding where to sell their items, focussing singly on where the greatest demand is, players will end up making decisions based on these incentives. The arbitrary incentives lead to items going not where they're most wanted, but, isntead, to other areas.
I'd say, the best solution is undoubtedly linking the markets; but, for a temporary 'fix' until 2.0, having more bazaar slots would be able to solve most of the problems. But, just because items are then able to flow elsewhere, that doesn't then mean that the demand will be there.