Why not link the market wards to all 3 cities? Nobody puts their retainer in Limsa Lominsa or Gridania, and nobody goes anywhere but Uldah to shop. This way people could go to Limsa and Grid to try for guild leves with marks and maybe even *gasp* stay there for awhile without having to go back to Uldah every time they are missing a material, run out of shards to grind with, need to upgrade their gear, etc.
I understand it would create a discrepency having people enter from 3 different cities and end up in the same place, but honestly who cares? It's a Final Fantasy game, some unrealistic instances can be afforded. It might even prove beneficial in the absence of a Delivery system to have your friend in another city meet you in the conjoined wards to trade items, then you could each exit to whatever city you entered from and go about your business there, but not exit to another city.