I use TD Ameritrade. If you are planning on trading options, then I would consider them. If you are looking for just trading stocks, consider Scottrade. I think they are one of the cheapest.
I trade only stocks right now although I have traded options as well. I would agree if you are using options probably want to use someone other than Scottrade, but for stocks long and short Scottrade is great. One of the lowest cost online brokers out there.