I've just signed up with IMIWeb
http://www.imiweb.co.uk.
I haven't yet traded with them as yet. It has taken longer than I expected to set the account up, and transfer paper-based shares to the nominee account.
But I've not had trouble getting through to their Helpdesk when I have rung them a couple of times to enquire about how long the process was taking. They appear quite cheap and offer access to the US (and other) markets.
Their SMS Alerting service also works, but I've not idea how timely it is.
I should be able to tell you a bit more in about a weeks time.