The firms I remember from the CBOE were also on the PCX. Names of the smaller ones escape me or were merged with the larger ones.
What do you want to trade on the Merc? Stock index futures are moving electronic, it is only a matter of time before it is off floor. Eurodollar contracts are doing well; however, the options are ten times more complicated than the equity stuff. Here are the volumes from yesterday:
http://www.cme.com/wrappedpages/dbulletins_gbulletins/B2002195PG1.cfm
The e-mini S&P trade nearly 1,000,000 contracts yesterday. In dollar volume, it was twice the big one, not that it is doing poorly by trading almost 100,000. The trend isn't favorable as evidence by the rise in open interest of the small one.
Some firms I would throw in for the CBOE are Stafford(they were bought by somebody, I remember there being groups within the organization but the name they went by escape me), arbitrade(same), arbitrage, wolverine, botha, sallerson and troob, refco(folded), ing(they may still be around, although I think they sold the clearing firm so they probablt got rid of the trading), Aot, maybe vdm, Dr. J's group. All of these firms you are already familiar with. When I left a couple of years ago the trend was already going towards the larger ones. If you have the money, it is probably not too expensive to go it alone now.