AON is usually not best. For starters, you go behind all the unrestricted orders at any specific limit price. If you leave it off, and only get partially filled, you occasionally may burn some commission for a small investment, but at least you generally get it at the best price while your order was in.
BTW, at many brokers, even discount brokers, if you buy some tiny amount of stock because of a partial fill, sometimes you can get them to waive the commission. I've actually had partials of 1 SHARE at $0.0001, and that was all that I bought the entire day for the orders.