I use Midland IRA for myself and have referred many over to them for both hedge fund allocations and futures accounts. I have had no problems with them. They work very quickly and always responsive. We introduce Futures accounts to Wedbush Futures that has a number of our IRA future's accounts.
TradeStation does allow you to set up IRA accounts. They do make you set up a separate account for futures (vs. equities / options which can be in a single account).