With online brokers competing for every bit of business they can these days there are a lot of variations in pricing out there. There have been some newcomers that have pushed the envelope in terms of the pricing structure promoting $0 trades and the like, which would be unheard of 10 years ago.
For active traders it makes a lot of sense to consider having a low cost online broker to execute trades since they all execute the same. Personally I recommend and use a method where I have 2 accounts. One I have with a high level online broker for use of the advanced tools and data, while the second I have the absolute cheapest per trade broker. This way I get the best of both worlds and its not as complicated as one might think.
At the Naked Hedge Fund we keep up to date with all the different online brokers including current promotions and pricing structures. We also allow visitors to share experiences and grade online brokers for everyone to learn from. Below is the link to this page also a link to our Online Broker Cost comparison for viewing.