We use IB with Ninja. They are great. Gentry Financial is a great broker too if you're into trading only futures. www.gentryfinancial.com
I trade with Coastal Trade Securities. Ratio Trader- I have also heard very good things about NINJA for the average "lower" frequency, retail, algorithmic trader. For more sophisticated, quant, high frequncy boxes, you would have to build your own infrastructure. For the low frequency trader NINJA is a great cost effective way. I am going to look at them a little closer but so far I agree. thay are looking very good.
I've used Laser, Lightspeed, Anvil, and Blackwood over the years. Blackwood is probably the worst one of the bunch, or at least it was a few years ago when I used it. Anvil, as a software is good, but if you are a remote trader, you are going to have connectivity issues every now and then but their tech guys will swear to their mother's grave that the issue is on your side. Lightspeed is good overall but it had data lag/cross quote issues during heavy volume spike. Laser, although its UI is not as well thought out as Lightspeed, has excellent stability even during fed announcements.