nirvana systems has omnitrader and visual trader they both have a market replay function for both stocks and futures if you have the data connection, they also include their own strategies that fire off signals real time and you can confirm them with your own method for trade entries, you can pause rewind so its pretty damn cool! Check it out
Used MultiCharts Market Replay and it was really helpful. It has the ability to replay and set markers where you would've traded. You can select the date you would like to start your playback along with Min by Min or Day by Day Charts.
MultiCharts offers a free 30 day trial so you can see if you like it for free if you haven't tried the trial yet. Hope you like it.
ThinkOrSwim's new ThinkOnDemand replays real market data from previous sessions so you can test strategies and whatnot. Not sure if thats what you're asking.