I'm still searching for a broker. Fidelity is awesome, if you don't mind paying 10% on a round trip for penny stocks. I do.
Power eTrade Pro is weak. TD Ameritrade won't transfer 100's of thousands of shares of SPNG. I heard Scottrade requires a broker's assistance to trade many pennys. Interactive Brokers has a 1.5 penny per share commission I believe. Zecco has a weak trading platform.
I really don't buy and sell that much. I do enjoy having massive streaming data in front of me at all times. ;)