Recommending a broker depends on your needs. Do you need: 1) specific front end software platform 2) ability to enter orders through a web browser 3) how many monthly round trips will you be trading 4) other needs I looked at 19 futures brokers and liked 2 of them, Velocity Futures and Go Futures. I would have gone with Velocity Futures but they didn't have the ability to enter orders through a web browser, which was a service I needed. So, I went with Go Futures and have been happy with them. Some one told me not to pay more than $5 per round turn commissions including all fees. In general I agree with that statement But from a broader perspective, I said define what you want from a futures broker. No broker is all things to all people so you should make sure the broker is a good fit for you. I wanted 1) a free front end platform 2) the ability to enter orders through a web browser and 3) low commissions. Go Futures gave me all 3. I pay $4.30 per all in round turn. Ask yourself a few questions and then call and ask some of the brokers if they offer the services you want and at what price. That way you'll find a broker that's a good match for you.
Slippage is not a concern on the ES as others have pointed out - you may see 1 tick. As for brokers, check out Open ECry. http://www.openecry.com
Well i've used spreadbetting firms in the uk, and they are all bucket shops, so anything will be an improvement on them.
We haven't had it happen in a while, but the emini can move really fast at times.........like +5 pts in a blink. So if you have a stop order in, you could easily be filled +5 pts or more away in a really volatile market. The vast majority of the time, slippage is not a significant factor in the ES. Another more relevant factor is having your trading platform go down and you can't exit.