My recommendation:

Go with www.TDAmeritrade.com

This seems little expensive but it has so many good stuffs. I tried few of the others and this is the best I am using for few years now.

Pre-Market and After-Market is MUST. I have done about 40% of trades Pre and After trading and made usually higher profit comparing to regular hours.

some of the other broker seems cheaper but they have hidden charges. such as if you play stocks that has 2 dolalrs or less, they will charge some fees. some dont even have option to trade on pre market or after market. if there is bad news or good news, you have to wait till 9:30 and you might be too late to take the handsome money or will be on big loss if this is a bad news. i have saved many times myself and stopped the loss many times.

These days stock markets are doing great so this is being hot all around.  Most of the stocks are reaching their resistance lever and it is a DUE now for a Free fall. Day trading will save you or earn you money at this risky time. once the institutions come in and sell off, you will be at the bottom..