My solution, since I was only interested in mutual funds, was to bypass brokers entirely and open an account directly with the firm which runs the funds I was interested in, and directly purchase and redeem shares of no-load funds through them. No transaction fee, no broker fee, pretty easy access via mail and/or network...
I can't trade in individual stocks/bonds, or derivitives, though this channel. It does tend to push me toward buying funds from that single family, since it's easier to move money between them than to pull it out and put it back into another company's funds. And I don't have a broker advising me.
Then again, there's the question of how much you want to trust a broker's advice (given that they're motivated to make the most profit for themselves which may not be what's best for you), and I honestly don't feel a need to play with anything more complicated than a fairly standard balanced mix of index funds, and the fund family I chose has so far had a fairly high-rated fund to offer me in whichever category I've looked at -- not always the highest, but good enough for my purposes.
This may not be the right answer for everyone, but it's been pretty painless for me. And "painless" is among my top priorities -- I find no pleasure in pushing numbers around, I don't suffer from the fantasy that I'm going to out-think the pros, I want the investments to work for me (with minimal supervision) rather than my having to make an effort to maintain them.