ddfridd - I like $5-$20 securities that trade on the Nasdaq, since I trade almost exclusively via the ECN's.
I'm looking for average daily volume between 200 & 500-K or so, and the company must be profitable. I use a self developed screener to find most of these things.
My goal is to find what I call "below the radar" type companies. I have no interest in trading the MSFT's & CSCO's of the world.