If you are worried about cost, the best broker is FREE. And the only broker that has everything FREE is WellsFargo with a PMA package. Fortunately, the best broker (WF) also has outstanding trade execution and a serviceable web site. Unfortunately, I think one needs to have $50,000 in assets (stocks, ETFs, mutual funds, or a few other things) in all your linked accounts to qualify for free-ness. A new Roth IRA is not gonna make it, but maybe you have some other IRAs or accounts that can help get you there.
But you asked about experiences, .... We have some accounts at TDAmeritrade since about 1994. I like them because they have a local office and also don't charge commissions for the things we buy/sell there. They also give us free money. They have been very helpful transferring stock shares to charities and to our children. I have posted some real-time charts from TDAmeritrade on the forum. For example, at the bottom of this page are 3 links: http://www.bogleheads.org/wiki/Orders
It's all about short-term opportunistic rebalancing due to a short-term change in one's asset allocation, uh, I mean opportunistic rebalancing, uh I mean rebalancing, uh I mean market timing.