I'm a fan of the AH or the RMAH really too. But the game doesn't need it and controlling a secondary currency suppresses 3rd party sites. The danger is a China WoW situation where the 3rd parties are an ugly stain, but we have that regardless of Blizz options.
What Blizz will hopefully do is provide an alternative to 3rd party sites for communication. D2 was easy because you hoped on Bnet and looked for a game titled "shako for Bruzia" and went from there. D4 will need to have that option, outside of spamming some kind of a chat.