Kevin, I trade mainly through SB - purely because of the tax situation. CFD's have a much lower transaction cost, but every individual needs to know at what stage the Tax advantage is wiped out by the transaction costs of SB.
Having said that, I do like to use CFD's as well. I think the "feel" you can gain for a stock ( how easy is it to buy a stock? how quickly do the sellers reload? How quickly do other buyers come in at the same price? how volume is trading at your limit?) is very important.
I'm not per se against SB firms, What does annoy me, is the way some firms are quite happy to put up ( commit capital) to the losing punters, yet as soon as a punter starts winning they back away. One thing I do know, is that my way of doing things really would not suit 99% of the people on this board, and I'm probably not the best person to ask advice from.