A number of things would help immensely, most of which have already been mentioned. As long as Uldah maintains an economic stranglehold, not many people are going to branch out. The downside to the other two markets, of course, is that products in them rarely get seen, meaning they rarely sell. I'd say that, at an absolute minimum, the search feature needs to be linked. At least, that'd be the minimum if the ward system weren't more or less doomed. As Renta (and myself, and others) said, scrapping the NPCs and turning it into a text system would be best. Even with that, though, the cities should have a common economy.

Also, we need better travel options. Anima doesn't hurt me at the moment, because I only get to play on weekends, usually, but I'm sure most people are hurting for it as is. With the increased demands to go from city to city, something needs to change. There's no reason that every trip between cities should require a choice between "finite resource A" (Anima) and "finite resource B" (Time). Some quick, easy way to get form point A to point B, even if it costs gil, is vital to seeing people spread out more.

Another vital component is some way to communicate with non-LS-mates who aren't in the immediate area. Some sort of chat channel for trading that at least operates within the cities. Keep it optional, of course. I mean, here I am asking for it, and even I wouldn't want to be in it all the time. The fact is, though, that trading will always allow for more options than a simple market ward or auction house. The problem with trading at the moment, though, is that it's limited in how far you can advertise. You can either ask LS mates, or you can ask whoever's within /sh distance. I'm personally not fond of selling things to LS mates, and I know I'm not the only one. I also hate /sh and almost refuse to use it (fewer people agree with that part, I'm sure ). Even if I did use /sh, it wouldn't help at all if I were in Grid and the only people who want to buy the item are in LL and Uldah. I want some way to tell them "Hey, I'm in Grid and have a (blank) that I want to get rid of. What do you have for trade?" Or "Hey, I want that weapon you're selling, but I don't have the 12m gil you're asking for. Would you take shards/crystals/clusters/myfirstbornchild instead?" Yes, I'm sure a chat channel would be used just as often for random-ass conversations. Most people, including me, will probably hop in it just long enough to find a buyer/seller and then get out. It's still a feature I think belongs there.