It really depends on how you plan on trading, how frequently you will have transactions, how much research you are looking to do at your brokers site, If you are looking to day trade, or swing trade, the amount of data you will want from your brokers site will be higher.
The amount of money you will initially put in makes a huge difference too. A lot of brokers have minimums, and if you dip below it you get dinged with a monthly fee.
If you have a selection of stocks you want to invest in and do so on a regular basis, and don’t need a lot of research tools or L2 data, etc, than I would just go with sharebuilder. You can direct deposit itno the account, and they will automatically shift the money to the stocks you choose. Just like you would do with a company 401K. This costs $4 a trade.
It really depends on your needs, and how you will use it.