In Australia comsec.com.au, large financial institution. Solid financials. Easy to transfer money in and out. Has a regular bank account with it that earns above 4% interest when my money isn't in stocks.<p>In the USA scottrade.com, colleague uses them. Read some reviews of them vs etrade, tdameritrade etc. And scottrade has the least evil reviews based on my limited sample of what I read.
If you mean broker, I am in the United States and use Scottrade. I use them because their fees are low, their tools are good enough and their service is excellent -- especially because they have an office in my city where I can fill out transfer paperwork in front of an employee to reduce the chance of time-wasting mistakes.