Alliance is good for avoiding the PDT(pattern daytrader rule) US residence must sign a no solicitation waiver and their DAS Trader Pro platform is killer(bypass MM's and route your orders to preference) but commish can cut into your bottom line with otc/otcbb.
Various brokers and review: Bear in mind most of these traders are not retail but prop or private professionals and therefore very demanding to the point of abrasiveness. http://elitetrader.com
Pros and cons: Some have great commish but suck @ fills or data feed. Others cost you more per trade but have a great platform with killer feeds and fast fills. I personally use several brokers, this has saved my butt more times than I care to remember.