Bob, nobody trades the majors on anything but HMUZ - in fact I didn't even know they had non-quarterlies. Change all of those to June (with the exception of BRL) and then look at volume and OI.
There is nothing wrong with FX spot on Interactive Brokers for example. Doesn't help the OP, since he is a U.S. resident, but still such blanket statments are nonsense.
As far as i know, there is only Gain and Oanda left, so nothing compareable really. I would probably go for futures in this case too. Oanda does have a commission-based model now too, but i have no personal experience and its more than double the cost than IB ($50/million).
