Setting up and funding an account is still easy, it's getting money converted back into cash that is becoming more and more difficult. There are a lot less exchangers doing outexchanges and the fees are going up. Also, TheBullionExchange site is now up again (it was down earlier, meaning not even viewable) with a notice that its accounts are frozen by the US gov't.
If whomever you are buying from still accepts e-gold you should be good to go, just be aware of the risks. It may be easier just to do WU though...
RB