Online Trading Woes for this novice

My 'small fry' investor question of the day:

How do I find an online trading company that allows me to buy/sell a really good variety of stocks?

I now have Sharebuilder (grrr), which does not allow me to purchase about 5 different stocks I want to buy. Sharebuilder has some kind of criteria by which they approve stocks, and they are not very forthcoming on the website as to what that is. Scottrade doesn't allow you to buy Canadian stocks?

Is there a one stop shop out there? Or do I have to trade different stocks piecemeal and perhaps in some way other than via the net?

Thanks for any advice.
Funkmaster Z

I have ShareBuilder (Advantage) and ScottTrade so I mixed the qualities I was looking for and get the best of both worlds. Somewhat.

I'm not sure I understand. I trade in Canada so maybe it's different but what kind of stocks won't they let you buy????

Canada

The website just says you cannot place orders for Canadian stocks on the internet :(

"Listed and Nasdaq Stocks
Bulletin Board Stocks
Pink Sheet
Canadian Stocks*
* These orders cannot be placed on the Internet"

Zsuzsa said:
The website just says you cannot place orders for Canadian stocks on the internet :(

"Listed and Nasdaq Stocks
Bulletin Board Stocks
Pink Sheet
Canadian Stocks*
* These orders cannot be placed on the Internet"
I think you can still make those trades with Scottrade, but you have to speak with a broker.