Which ones do you use and why. What are some of the pros and cons of each one.

are you talking ameritrade types?

if so that's the one I have, and service wise I have no complaints with the quality of the product, the tools they provide worked as described.

I lost my shirt trying to invest on my own. I'm leaving it up to an age based fund now.

best of luck

I like the saying - "There are two types of investors, those who don't know what they're doing, and those who don't know they don't know what they're doing"

How many transactions per year do you make?

If you are doing more than 3 per month you may want to look at something like Fidelity's Active Trader Pro.

http://personal.fidelity.com/products/trading/Trading_Platforms_Tools/Active_Trader_Pro-Tools.shtml.cvsr