The Bitcoin p2p interface is quite excellent. Literally all you need to do is download a wallet, the overwhelming majority of which are open source, and then generate an ID which is also done with the press of a button. And that's it. Give that ID to somebody and they can send money to you which will momentarily show up in your account. Vice versa, for sending to somebody else.

In a world where people were using nothing but some sort of a peer-to-peer currency this system would be unbelievably amazing. The reason exchanges exist is because fiat currencies still exist, and so there's a lot of demand for exchanging between peer-to-peer currencies and fiat currencies.