Update,
At the last second before funding my new izone account I decide to setup an account with Tradestation instead. Since it is a direct access broker speed is not an issue. It is screaming fast. It's platform is a little more difficult to learn due to it having every bell and whistle imaginable. The cost per trade is less expensive than zecco depending on the number of shares you trade. If you buy 100 shares it will only cost you $1. It has a level 2 type window Tradestation calls the matrix which makes order entry easy and fast. You can submit an order with literally just a couple of clicks with your mouse. The system is made for speed.
The platform costs about $100/month unless you trade more than 5,000 shares/month. Then the fee is waived. If you are an active trader like me then 5,000 shares is not that much of a hurdle.
Tradestation also offers pre/after market/forex/futures trading.