I use Schwab @ 9.95 trade.. any amount of shares. I also use Ameritrade $10.99
I see that Waterhouse has an active trader 9.95 with no share limit if you trade 30 times in a 90 day rolling period or have 500K in assets. Thinking of moving from Ameritrade.
Others on this board recommend Freetrade, which is dirt cheap or free. Owned by Ameritrade.
One of brokers I use is lowtrades.com. $5 all trades, market, limit, pennies. Switched from Scottrade because it's cheaper and no extra charges for pennies.