Just to give you a name you might not have heard of. I have traded through TD Waterhouse (yuck), on a modified version of Executioner (which I liked), through Datek (which I also liked), through RealTick (which is great but expensive unless you trade over 100 times/month), and through Ameritrade (which was OK but seems to be getting worse on a daily basis). I have two AMTD accounts now (one an old Datek one). Only use INET now on AMTD. Their fills otherwise are now horrible. I know because I have Level II windows open through RealTick when I place AMTD orders and if it's not on INET they will hit your price now without a fill. It is not what it was!
I trade through RML Trading (clears through Penson). They have a low end platform called Tradestream that I'm switching to from Realtick. For a long time RealTick was all these people offered because they cater to daytraders and they couldn't find any other platform that was good enough for them. This one they apparently like. I run a business so I rarely exeed 100 trades a month so I'm switching. Why? RealTick's base price is $260.00/month (similar to Tradestation's price). The tradestream platform's base price is $45.00/month. I'm adding exchange fees, Level II, CME futures quotes and will still only be at $73.00. To get RealTick free required 100 trades. This one requires 20. Just giving you info to expand your range of choices. You can check them out at www.rmltrading.com.
All I ask is if you did eventually choose them that you use my handle as a reference. They can find me with that if they want to.