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equities, sizes ranging from 8k-12k

I know this could be perhaps subjective to most, but which broker serves the best execution in regards to market orders? I've used Scottrade in the past and had several bad experiences so I am curious if I should switch to IB or Thinkorswim, or is there something better?

What do you consider a low priced stock? I do watch TS and see that the majority of the size is 100 which I guess is common. However what I would like to know is that if it is possible to scalp 4-5k worth of shares on stocks that's average volume is in the range from 4-15 million. Doable...

I have a basic question for those who scalp stocks. What size are you usually trading at? Are orders of 3,000 or more less likely to fill?

Just to clarify the buying power... Say I executed a trade with full buying power with 25k in my account, so I buy 100k worth of shares and sell it back. Can I make the same trade again (even multiple times) with full buying power as much as I'd like within the same day?