Easy enough to set up a comsec cash account. You can transfer to and from your westpac, or any other account. The applications for different brokers I have looked at require you to open an account with that broker.
The current edition of the magazine Smart Investor has an article on online brokers, including breakups of how much it costs to trade.
What is very hard to gauge is the useability of each broker and how they perform when the going gets tough, the market heats up and everyone is trying to put buys/sells on at the same time.
