What exchanges do you recommend ?
As in which stock broker?
I trade with Etrade, Optionshouse and Scottrade.
Etrade for futures, Optionshouse for well, options (very cheap as well and aftermarket trading) and Scottrade for both.
Scottrade has their free trade launcher which shows the stocks in real time. I hated Etrade for having to be elite. I am already an Elite Pro member on E-trade, but i'm more used to the interface on Scottrade.