If you (or your spouse, or parents...) are military, USAA is an all-around great financial center. I could talk about any number of things that they offer which are terrific, but I'll opt to stay on topic.
I switched to them from E*Trade a few months back as part of a larger effort to consolidate my stuff, and I am glad I did. I currently pay $8 for trades (and will pay less in the future now that I've switched to electronic docs) and they pretty much cover everything I need.
The only issue I have with it is that my portfolio view isn't calculated real-time, i.e., when I view it, it doesn't show the current exact value (or even delayed), but rather the value from the last business day's closing. This isn't such a concern to me, though, really, I don't day-trade, and I can get a real-time stock quote if I really need.
Here's a good article mentioning USAA, but more importantly, makes recommendations as to what you should look for in a brokerage.http://www.forbes.com/2007/03/27/broker ... s_inl.html