Stocks, futures, options, what?
Autotrading, daytrading, swing trading, long term, what?
US markets, Euro markets, what?
I think you need to describe your needs whilst posing such a question.
An ill-specified question will get crap answers. Guaranteed...
FWIW...
My setup...
Data - Tradestation and CQG
Brokerage - IB (autotrading futures) and Tradestation (stocks, options).
I'm happy with my setup.