The fair way to answer this question is in two parts.
1. The execution time should be instant, a second at most, in normal market conditions. This is true for all brokers.
2. When the market is active, during a major news release, the broker can take quite some time to fill you. This is where brokers vary.
I have only dealt with one broker so I am sorry that I can't give you comparisons, but I'm sure that if you start a thread asking memebers to compare the execution speeds of their brokers in an ACTIVE market, you'll get great responses.
Good Luck and Great Trading
