I use Interactive Brokers which is an international brokerage. Wasn't sure initially cos my funds were not on home soil but have had no problems. The AU$6 up to $7500 then 0.o8% trade fee on stocks and options (not EFT trading that CMC markets is; where do don't actually own the stock) is fantastic.
But i recently found a very good charting platform which allows you to trade directly from the chart. They are looking to get an ASX brokerage to come in with them in the next few weeks. It is called Technician by ChartIQ. Their products are remarkable and their service has been exception.
So i use Interactive Brokers with an Aussie company TurboTrader which gives me everything i need to trade successfully. I will swap from IB soon if Technician works out (the interface is heaps better as you can tell IB is a legacy system, which still does a great job, but is not very fancy).
Context: also trialed eSignal, Omnitrader, and Iguana2 - Spark
