Fool.com has a bunch of tutorials (
http://www.fool.com/how-to-invest/thirteen-steps/index.aspx) and some premium newsletters that can help you through this process. From what I can tell, there aren't a lot of simple alternatives to the big brokers. We do have a comparison table (
http://www.fool.com/how-to-invest/broker/index.aspx) that covers the pricing and features of a lot of them.
Disclosure: I work there as a developer.
