I use Interactive Brokers. It doesn't have all of the bells and whistles that E*Trade and Ameritrade do, but it does have dirt-cheap commisions and really good, fast executions. It costs a penny a share to trade a stock if you trade under 500 shares. Over 500 shares it goes down to half a penny a share. Each trade is a minimum of a dollar. That means say you trade 50 shares, then you don't pay 50 cents. You pay a dollar. Another cool thing about IB is that their software includes your commision in its cost-basis display. It seems like their data-feed used to be pretty iffy. It would stop updating at random I don't know at least once a week or more. Lately (the past 3 months or so) I haven't ever noticed that happening. I don't day-trade so that never has been a big problem for me, so I might not really be noticing how often it happens.
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