Ive had a really good experience with eTrade as well.  Havent used Fidelity yet but at 9.99 and no trade volume limits or sur charges etrade seems pretty fair and I like the eTrade Pro tools. 

Only thing Im not sure about is that occassionally some orders seem to not get filled once the buy or sell price hits even when it looks like there should be enough shares being offered.  Not sure if one broker would have a priority over the other.