I'd say Etrade but that's only because I am with them. Others might say Ameritrade but as Fubar posted this morning (he's with Ameritrade I believe)they have some there that they do not allow to be traded.
I believe you should have both. Etrade you can buy anything but you have a 3 day settle. TDameritrade you cant buy everything but you don't have a 3 day settle. Just have to pay attention to daytrading rules.