Which exchanges offer stop-loss functionality? In case of a sudden price drop, I want to sell my coins automatically. MtGox doesn't have an option for this, which exchanges do?
BTX Trader will let you create stop-loss orders on top of your account on Bitstamp, BTC-E, Mt. Gox, BTC China and CampBX.

It's not same as an exchange-hosted stop-loss order but a close second.

Disclosure: I'm one of the founders of BTX Trader.