If you are an "active" trader, trading everyday or several times on one day you need to find an online firm that is catering to that philosophy. If you are a long term invester, buy and hold you can use someone like "Sharebuilder" who is associated with ING Direct. They have low commisions and are geared to long term investing. Zecco is a newer company which deals with more active traders. I haven't used them myself, but I know many of the personel and feel they are a good firm.
Scottrade, Ameritrade and ETrade are all large firms able to standard service with many products.
It just depends on your trading style and what you need. I hope this helps you.