Etrade is too expensive, but quick on money transfer. I have no idea why it is still alive. Maybe many companys use it for employee's option.
Swim&Think is cheap on commision fee, but is slow on money transfer and stupid on multi positions trading (e.g, same stock with multi-buying prices, you have to sell them first-in first-out).
I opened Roth in Scottrade yesterday because it has IRA account and $7 trade is not bad. I don't trade much and IRA is only $10K, so I chose scottrade. Plus, it has no annual account fee and no fee for account closing.