I dont use exchanges too much, so I usually use the same address for deposits quite often and thats been working fine for me Some people promote the "best practices" for exchanges too, so with that in mind, creating a new address for every deposit would be the way to go Though, I've heard from some other traders too, that with Cryptsy it'd be good to generate a new addy every now and then. New address for every week seems to be what most recommend, but at the least for every month. Heard it has something to do with their way of managing their wallets and the "priority deposit" system.. or so