I use Zecco for all of my day trades. 100% fill rate, period. The research stuff is not the best, but we don't need that. We have other means of getting the info we need. Fill rate and good price is all that matters to me. I still have a Scottrade account as well as a Sharebuilder account which I use for my Roth IRA.
But Zecco is great, here is a link to them >
http://tinyurl.com/qolxra