Excellent and very professional post. The losses in terms of "slippage" are much higher than commission, and whoever has the funds to flip substancial amounts in the OTC markets must go for direct access brokers imo.
However, and that applies to most posters on this board imo, if your funds are limited and discount brokers are your only option, you should go with the cheapest ones - for both financial and moreover psychological reasons, as Omni pointed out already.
Commissions kill small guys. Big boys are only afraid of bad fills.