Is there any way to easily find the Ethereum addresses of Digix, Augur and similar Ethereum based enities? Or do I have to manually contact them?
Do you mean the addresses for the contracts?
Many simple services would advertise the address, because they only have one contract.
A more complex service will have a bigger network of contracts (for example Augur has around 30 different contracts deployed). Which address would be the address?
Additionally, many large service would have proxy or lookup contracts which have a fixed address and would return the current address of the real contract.
You just transfer the Digix, Augur tokens from the exchange to your ehtereum address and then lookup the transaction ID on https://etherchain.org then you see which contract address was used