as Switzerland has been mentioned again, I thought I'd point out that the line broker I mentioned only offers stop loss trades on the US market at the moment, (athough I requested Canada last year), and the commission rates are not cheap.
On the plus side, they offer access to all world markets (you can place a telephone order on a market anywhere theyre prepared to place a phone call, and providing you pass their on line knowledge test, you can trade futures, again commission rates are not cheap.