Why are there barely rounded values on btc-e?
I suppose trading bots are the reason here. They calculate usually with big precision, so such orders are normal for them.
It is also possible that btce is doing some crosspairs (MtGox does it for sure):
Someone wants to sell 1 BTC for 800 EUR. Exchange insert this order also to USD market with the price 1100.123123 USD. Due to price USD/EUR the amount might look like this.

Finally, some exchanges can reverse pair, e.g. BTC/USD and USD/BTC. Then the price will look so strange.