Well, I use Freetrade now, but I started out with atrade when I didn't have much $$ and got Apex. So I use Apex stuff, but trade with Freetrade. I think the fills are ok.
Direct access: things to keep in mind you need 25k min in your account
Your strategy will change because commissions are a lot higher and you will have to buy bigger blocks to offset commissions, you will have the opportunity to lose your money faster if your wrong instead of having an account like freetrade where u can average into a stock with no commission worries.
And just because you uses direct access your still not guaranteed a fill. (For pennies)
Also when you want to spar with a stock you definitely need a freetrade account. (testing the stock out) U can use more strategies.