I transferred to Fidelity because Scottrade wouldn't let me buy CWRN. I even called a Scottrade broker to find out why I couldn't buy the stock. Apparently, Scottrade has CWRN on a "no buy list" and the broker couldn't put in an order either.
I moved to Fidelity because my 401k is with them, and because I could set up the brokerage account quickly. I still keep the Scottrade account because it has better tools than Fidelity.