I want to cast my vote for eventually getting an online Black Market where I can select how many and which cards go into the BM deck, including any that could ever be available in the supply (set up and all). I realize that I may be in the minority here, but I prefer designed games where the cards in the BM deck interact with the main supply cards - for example, games where the only +2 Actions, +Buys, or trashers can only be found in the BM deck. I played a game the other day using the Landmark, Keep, where the BM deck contained one of each type of new treasure from each expansion - I lost with a score of 121 - good times. I think Black Market has lots of strategic potential when the BM deck can be designed.
I like the idea of a designed black market deck, but I don't like the fact that this style practically requires that one always go for BM. Once in a while, it might be fun, but do it too often, and it would probably lose its novelty. It seems to me that it would become, "Oh, there's that black market again. Guess I better buy it now."
In designed Black Market games where the BM deck has cards representing a valuable mechanic (like extra Actions), I see Black Market as basically a meta card. It wouldn't mean that you always have to buy it or always have to buy from the BM deck - more like, using extra Actions as an example, you buy from the BM deck under similar considerations as whether or not to buy from the Village pile. Don't want any more +2 Action cards? - play Black Market for +2 Coin on your Buy phase or trash it.
There are lots of other possibilities. A game with Mountebank, Jack of all Trades (or Hermit), and, say, Beggar in the supply where the BM deck contains all the Treasure trashers/discarders. A BM deck with +Coin cards superior to Black Market's +2. A game with attacks where all the Reactions are in the BM deck. A game with Palace in play where the BM deck contains all of the cards that can automatically gain silver or gold - there very well may be a winning strategy for that set that eschews obtaining Black Market, but trying your luck with the BM deck would obviously be tempting.
For me, those types of Black Market games are way more fun than most sets where the BM deck is a complete crapshoot - the total randomness is entertaining every once in awhile but not usually.