I have used TradeKing, Fidelity, Ameritrade, and Interactive Brokers.
Now I only use Interactive Brokers. You cannot go wrong with $1 to trade stocks and options! Executions are SUPER FAST why not, many other online brokers clear trades though IB.
Here is a link on reviews of various brokers. I have to say, years ago I used IB and closed the account because the trading platform was clunky, but now there is a stand alone app, web site, and mobile app. All are great, except the mobil app is very basic.