I also like Scottrade. In addition to their superior customer services, they offer ScottradeElite, an excellent tool for statistical and technical analysis if you invest 25k with them. Only problem I've faced so far is you can't seem to trade certain international stocks even if they trade on U.S. exchanges (Satyam, NYSE: SAY, is one that comes to mind as I was busting my balls trying to buy that stock when it went below a buck). Eventually I had to open another account with ING Direct to circumnavigate that issue, in spite of which Scottrade is still my preferred online broker when I'm trading regular stocks.
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