Personally, I NEVER us AON. If you have a broker that is reputable you shouldn't have a problem.
I use Scottrade for most of my trading, although I have a couple of other accounts also, and I know there are cheaper brokers but, I NEVER have problems with bad fills. I love that they have branch offices everywhere. I have been dealing with the same branch for years and they know me by name when I walk in there. Call me old fashioned, but I like that "personal touch" and I think it does matter in the business world to be treated like that. I am more than willing to pay a little more for that kind of treatment.
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