I personally like Fidelity.  Stocks trading commission has 3 prices, $19.95, $10.95, or $8.  I currently qualify for the $10.95 commission level.  You have the option of buying mutual funds, but don't have to.  You can buy anything you want.

My parents like Scottrade, it's $7/trade.  However, you cannot buy foreign stocks through Scottrade, which I think is very limiting.