Auction houses, or the lack thereof, have become an issue of increasing concern in Final Fantasy XIV. Where I do agree that some base changes could be made, I would say that as a whole the system is fantastic. There have been many complaints on this system and how "Inconvenient" it is. All I can say is that you are too impatient. In the time since release I have managed to level one disciple of War, two disciples of the hand (one to level 19), and all three disciples of the land. I have also just recent passed the 1 million gil mark. How have I done this and still kept my gear and weapons up to date? By making friends with other crafters and by utilizing the market ward system.
Every day before I start adventuring or crafting, I browse the market retainers. This works two fold. I get a general idea of what other crafters are selling items for, which allows me to keep the lowest prices; and I also get find good deals on items as I search the various retainers. Any specific items I need that I can’t find, I contact the various crafters that I’ve befriended. I do think a system to better organize the retainers would be a plus, but the system itself is not that tedious. Every market wards has lines on the floor in some form. By simply breaking up the wards by using these lines, you can subdivide a large task into a several smaller ones, ensuring you hit every retainer in a timely fashion.
You are probably thinking, "This guy must just sit at home and play all day". You couldn't be further from the truth. I work full time 40+ hours a week, am married, and attend college courses part time during the week. I play at night after work or after class, and on the weekends when I can. The gaming community has become so coddled by games such as WoW and their ilk that they have simply forgotten what it means to actually have to work for something. I bet 90% of you complainers are too young to remember sitting for hours on end in Everquest trying to buy or sell goods. Even after EQ was out for 4 years and they added the bazaar system, it was just like XIV is now. You had to put forth the leg work to find what you wanted.
What I'm trying to say here is this; stop complaining that SE isn't handing you everything on a silver platter. Take some time to slow down and enjoy the game. I personally relish logging on and searching the markets. It bestows a sense of accomplishment when you find that one great deal. What happens if you add an auction house? Everyone starts undercutting everyone else by a gil, or posting some ridiculously low price to sell quick, and unless you are lucky enough to post your item for sale before the next person you lose out. You've never made a purchase in real life, only to find out you could have gotten it cheaper across town? I say keep the sense of realism. It adds a great quality to this game that is nary to be found elsewhere.