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