Personally I use USAA.
A lot of your financial institutions have a Investment system online, you just need to ask. Depending on your level of initial investment you may have unlimited or limited transactions.
Also need to see what restrictions they have regarding your trade and financial movement of funds. In USAA's case if I sell a stock the funds may be available immediately for use for another investment, however if I wish to turn those funds in to an asset (like my checking account) it takes 72 hours before i can do so.
Just look around and check the options. Several good ones listed here
