Hi Tim.
Consider asking this in the "Beginner Financial Investing" thread -
Beginner Financial Investing.
There are a bunch of guys there that can give you suggestions, and it's an important thread to check out even for advanced investors (the discussions over the past year have become increasingly sophisticated, and I strongly recommend reading everything from at least last September).
I only use a full service broker in the States, and I presume you want online trading? If you search online for reviews, most of them are rated and reviwed and A/B'd against one another. They're fairly homogenous these days if you just want to buy & sell big board stuff, and commissions don't vary much.
These days you want to make sure whoemver is behind the brokerage is solvent so they don't go bankrupt on you. E*Trade nearly did last year. Not sure to what amount, if any, brokerage accounts are insured and you wouldn't want the hassle anyway.
If you are going to do it properly though, meaning you want access to trading OTC shares, Canadian, overseas markets, shorting, and options trading for hedging purposes, then the differences become much greater.
Good luck.