I couldn't tell you which one is the best. In fairness all I used is Schwab, and I'm very happy with their service, so I never changed brokers in my 18 years of investing. If your very happy with something their is no need to change in my opinion.
Ameritrade is best overall in my opinion, but I have several other small accounts and especially like IB (Interactive Brokers) for its diverse offerings .... including futures trading, overseas trading in foreign currencies, shorting of pinksheets, payment for loaning out shares to short sellers, etc.
One I would definitely not recommend is MB Trading. I had a lot of problems with trades not executing with these guys. What's worse they would not take any responsibility for their incompetence.
I echo Researcher as far as recommending Interactive Brokers. Their Trader Workstation takes a bit of getting used to (at least for me it did), but it is worth the learning curve.
Scottrade will surprise you sometimes with having stock available to short that the other brokerages do not have.
Valuemind, one thing I forgot to mention: Interactive Brokers does have issues with straight buys or sells of the otc stuff. There have been times when I was trying to sell at the bid price or buy at the offer price and would not get an execution. Their answer was that they don't use that particular market maker who was on the inside which is ridiculous. They can be very slow on the otc stuff.
When I want an immediate execution of a straight buy or sell of an otc stock, I use Scottrade.
I have used Schwab "StreetSmart edge" for many years and have been happy with it. Rare for it to be down or not available. Reliable and fast. I don't need to call a broker for any trades.
I did experience a strange situation once when I called and complained about an order not being executed... They said they were holding my order in a special que for review. Said they do this as an audit sometimes. I had placed an order on a fast moving stock and had the order above the current ask by a generous amount but never got the shares because my order had been removed from the market for review. Good charting tools... You can see stuff almost anyway you like. If your account is large enough and you trade enough they will give you a price break on commissions.
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