My vote would be to add the ability to search all markets regardless of location, and then give users the ability to buy from the search list... But if the item is placed in another city, there would be a small "delivery" fee for not having to run to the retainer.

This along with a global chat channel, and a player search, and seek party flag would really open up the world so players won't feel like Ul'dah was the be all end all.