I have. I have been with them for about a year now. I opened a mini account because i just wanted to try forex as a side thing, and so far they have been great. no slippage and pretty fast.
I chose GAIN Capital because Paul Tudor Jones did. He has a large investment in GAIN Capital through his VC fund, Tudor Ventures. GAIN Capital CEO traded for Paul previously.
I never had any problems with Gain Capital.
They also white label their platform.
It is a very user friendly platform, fast executions, min slippage even in a volitile market.