No fast answer possible. Much depends on the volume you trade. The nature of your question suggest that you don't have much experience yet. So DON'T DO VOLUME as of now.
I would say your best start is IB. (1) Quick and easy to get going; (2) Low cost; (3) Large following - Forums, ET; (4) Easily accessable API; (5) Lots of frontends; (6) Rather passable user acclaim.
Once you get the hang of it, you will have gotten wise enough to go where you need to.