I have used fidelity and Scottrade. With fidelity I have been happy so far as pennies are concerned. With scottrade I don't trade pennies partially because I swore I would never trade another penny after PVSP (got burned a time or two), but also because scottrade requires an additional commission on stocks less than a dollar. Fidelity requires a flat rate regardless of the stock, but the investor services are not as good.
I can't speak intelligently beyond fidelity and scottrade, but overall scottrade has been significantly better overall while fidelity paired with yahoo finance has worked for me on the few pennies I ever did trade. Thats my opinion if you are looking to switch borker services.