Personally, I used TD Waterhouse - their fees are a bit higher, but they also give you access to a ton of information. Since I do my own research, it's worth it to me.
However, if you already have a company or two in mind that you'd like to purchase, I believe Scottrade was the cheapest (at least it was when I was looking around for an online discount broker)
However, you may want to look into seeing if the company offers DRIP (direct reinvestment plans) and forego paying broker fees altogether. Basically, if they do, you can set up an account with the company and they can take $X from you, or you can set up a reoccuring investment of $X on weekly, bi-weekly, or monthly basis.
Hope this helps - good luck!
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