Interactive Brokers
Minimum deposit is US$5000, I think (more for pattern day trader). You can trade any frigging market with them. IB is for PRO traders only. Their trading software is very complicated but once you get to learn it, you wont go back to any other platform. Also their customer care is brutal to newbies.
Disclaimer: I have never traded with them. I'hv heard about them by visiting their website and various online forums.