I have both ICICI Direct and Sharekhan.Com and I find Sharekhan is faster. The only problem is that Sharekhan does not trade in BSE stocks and I hear that they shall shortly start in a month's time. The problem in ICICI Direct is it takes a very long time to open and if you want to sell in a falling market or a panic selling, then you can forget it. It is never going to materialise.