Many of us have had good luck with Advantage Futures in Chicago. There are other very good FCMs in Chicago as well that are better in terms of speed and infrastructure than the smaller 'retail' oriented shops (which typically just give up to the FCMs anyway). The quality of the ECN is more important than the price, though. Getting hung is very expensive.
I always follow blogs, twits of independent retail brokers. Maybe this video that came out lately will help you decide on platform and prices. http://www.youtube.com/watch?v=pz7uFBoDg4w
Long time user of IB (still use), but have decided to move much ES/6E volume to Advantage Futures. Highly recommend firm. Using the basic CQG Trader platform, very pleased. With an IOM/IMM, I was recently able to work my cost down to $1.34 per *roundtrip for ~11k ES/ monthly rate. Rate based off their annual volume pricing scheme. Recall they have around $300mil in client equity, roughly 1/2 that of IB. Feel comfortable having a good chunk of change with them. Vision Financial, Penson Futures, RCG, and RJO are some others to consider. You can try and perhaps gauge "safe" by combing through CFTC FCM data: http://www.cftc.gov/ucm/groups/public/@financialdataforfcms/documents/file/fcmdata0910.pdf
Try Optimus Futures. Cheap rates, excellent customer service which is rare. Free data feed and it's Rithmic (ultra quick). Ask for Matt and you'll be hooked up with one of the best.
Dorman Trading and Advantage Trading are two of the better FCMs for serious futures traders. IMHO, you'll receive more personalized service from Dorman. Both are located at CBOT, on the same floor. Hope this helps. PM me if you need a contact.
To clarify, was comparing client 4d seg (e). http://www.cftc.gov/ucm/groups/public/@financialdataforfcms/documents/file/fcmdata1010.pdf Any chance you have a link for that total equity/assets stat? I have seen figures like $5.1BB placed on IB's site, but they group together their associates in that figure. Futures Mag Dec2010 issue has a top 50 broker article showing IB LLC with $1.1BB customer equity as of 9/30/2010, $624MM back in 2009. Taken from Advantages site: "Advantage Futures continues to demonstrate record growth with over $397 million in client funds on deposit in 2010 (as of April 2010)."