If you trade in 1000 share blocks, scottrade will be cheaper than TS (this assuming you are satisfied with the ST platform). If you scale in/out or trade in 100 share lots, you will get fleeced using ST, TD, E trade etc. Forex, options, futures trading ability is another area to consider.
If you have determined your trading style and have a solid understanding of # shares per trade, holding time, chart requirements etc, you can make an educated decision on brokers. IB is cheap, but you may need a front end (see IB website
http://individuals.interactivebroker...&ib_entity=llc ) for the list.
TS has an incredible platform, E signal has benefits but needs a broker feed, etc.