I use Scottrade Elite, which is decent for day trading. Although, Scottrade uses a market maker so there's a middleman involved, and I've been told by professional traders that they're "notorious for screwing their customers." Serious day traders may want to consider TradeStation, which is Direct Access Trading with a superior platform.
I opened an account with Zecco because it was costing me, at times, $100 per trade at Scottrade for a penny stock. The flat, cheap rate is great. In March, however, they're discontinuing the 10 free trades per month unless you have $25K or make a minimum number of trades (I think it's 30). The website is cumbersome, as alexaco stated, because you have to keep logging back in. And if you're in a hurry, it can be frustrating. You may also have to wait for a while to speak to customer service if the website is down (this happened once). But the trades are executed quickly and I think they might actually be direct access (no mm's).
The two sites do complement each other well.