The old FFXI-style AH was useful in that you didn't need to drop retainers in specific places to sell, and you could access what was being sold in all 3 cities from any of them.
I think the current Market Wards system with the search feature is good, and it probably wouldn't require (or perhaps I am just being optimistic and showing my programming ignorance) too much effort to link the search to the other cities. Perhaps an initial menu to choose which city you want to search (if they struggle to display all 3 together).
In terms of numbers of people, the AH's were ridiculously crowded. You had to reach the NPC to be able to initiate anything, which meant clustering round 1 of a number of points. At least with the Wards you just reach a "line" in the ground and the menu is triggered. I do agree that if numbers continue to increase on servers (assuming SE can even fix lag issues that still remain with the current population numbers!), trying to cram a lot of people into 1 place will cause a lot of trouble. Perhaps just as they have already done to "load balance", the outside search area for the Wards should be a separate server in its own right (if it hasn't already been done), to handle the heavy load it will likely have?
Regarding price histories, does it really matter? If you're paying attention to important items, you'll know approximately how much they're worth from looking around. You can see what everyone selling that item is pricing at the same time. It's your choice whether to buy at those prices or not. Knowing that things were cheaper/more expensive in the past is interesting, but not exactly important in the grand scheme of things. Yellow Gremlin (
http://ffxiv.yg.com/) and FFXIV Pro (
http://www.ffxivpro.com/) can give you info like that.