Ok, and how do you verify that your vote was cast for X candidate (i.e. that the machine didn't count your vote for Y candidate)?

There's no way to do that without tying the voter to the vote somehow. Why not hash the voter ID + a secret of your choosing and store that with the vote? Then, even if counting by hand, you can verify your vote was indeed cast for X candidate.

Such verification would enable a market for selling votes.

Just make vote selling illegal then? Or just make verification onerous, so that you can only do it during a recount, not on-demand via the internet.

I would rather be able to verify that my vote was cast to the desired candidate than to have a strictly anonymous (but unverifiable) voting system.

Paper.