How much do you trade? If you make several trades a month, you probably can negotiate lower fees just about anywhere.
E-trade usually will charge a lower fee if you make a certain # of trades each month.
I just recently went back to Ameritrade because I like their new platform called the Architect. I also negotiated a much lower fee than what they advertise (just call up their 800# and ask for a local branch office).
If you're just investing long term and not really trading, maybe TradeKing as they only charge $4.95 per trade and their service was pretty good but they're not good with short trades. I once complained on twitter about something and within an hour, I received an email offering free trades and an apology.
If you an active trader but have less than the daytrader's rule (25k) requirement, you might be interested in a prop account in which the rule is bypassed (read more here):
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