Sharekhan is no doubt, one of the best to go with. You are in safe, experienced hands and you are with a broking house, with almost clean track record.
Coming to your point, which broker to choose, ICICDirect and Sharekhan charge a premium for their services and generally their brokerage would be higher than others. Sharekhan's Trade Tiger is a great trading software.
Angel is coming up, but I am not too sure of their services and software as it is a relatively new player in this arena.
My personal take - go with Sharekhan or Indiainfoline.