I second that on SPY its a great stock to trade, very liquid, low slippage, which is what you want as daytraders. SPY is like my bread and butter.
When trading intraday options, the best spreads IMO are in most of the financial stocks like C, XLF, JPM, WM, and then ETFs including SPY, IWM, QQQQ. Excellent liquidity as well, unless you're doing 1000 contracts per order.