Most people getting into cryptocurrency at this point aren't going to be able to spin up a secure debian box, download and run zcashd, run it until it syncs with the network, construct a transparent address, round-trip a test portion of their exchange funds through the address, park their on-exchange zcash there, and put the wallet.dat file somewhere secure from hacking or destruction. But my understanding is that Ledger can handle transparent zcash transactions, which potentially massively simplifies matters.