What exchange do you perform day trading? are you worried the fees will stack up and cut out on earnings?
I use
BitFloor. As long as you structure all your trades as Limit Orders that sit on the order book waiting to be filled, they pay you a 0.1% bonus instead of charging you a fee. They charge a 0.4% fee to all orders that remove from the order book (The 0.3% difference is the revenue for
BitFloor).
EDIT: As of 2013-04-17 BitFloor has ceased all operations.