We use TradeStation Securities. Mostly because all of our automated programs run off their easy language, but commission is really cheap. Platform is awesome too. If you want to take a look at how it runs I have a live screen of it.
Their website is www.tradestation.com or www.tradestation.co.uk if you are outside the US. If you decide to go with them I can get you a good service guy there and get you free $300 commission if they are still running that deal.