I use IB and of the 5 online accounts I trade with different brokerages it is the cheapest and the fastest. Their trader workstation makes placing trades and watching executions simple. You can download a trial TWS at their site I believe.
Commissions are $.01/shr up to 500 shrs, .005 beyond that ad infinitum. Don't know if "active traders" can negotiate for better rates on large trades, but worth a try for you. Also great commission rates on options. Newly