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I would recommend Interactive Brokers, provided that you know what you are doing. If you don't know what you are doing, the be forewarned that IB is not for beginners.
 
I have NOBELTRADING.com, which I just recently got.

Freom their site, choose Plan C and you can negotiate a price with them...I got $4.00 trades and a great DASTRADERPRO platform (free after 50 trades a month)...with very fast executions and FREE ROUTES with the new ATD route. Loving it!
 
Would say Cybertrader, but it looks to be in sabotage mode thanks to Schwab. So I am down to IB or Noble. I wish Noble had a stock screener somewhat similar to Cyberquant. Still trying to decide.

Arrrrgh!
 
As far as screeners go, you can definately get a seperate screener of your choice, not part of a broker/platform.
 
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