I think you should check out Scottrade @knircky. I know an uncle in the US who used that, and I had to call him because of this bounty. :P
Well, their costs are quite low. One of the lowest according to him. And yes they have an office in Pennsylvania.
Also, they offer a bonus when you are rolling over from an existing 401(k) account. He wasn't rolling over though so there was no bonus for him.
So i did a little digging online to find out how much they offer and i found this -
There is no cost or minimum deposit requirement to open an IRA. Scottrade offers a bonus ranging from $100 to $2,000 when you rollover an existing IRA or 401(k). Online trades cost just $7.00. It offers access to more than 3,100 mutual fund with no transaction fees. Finally, Scottrade’s Flexible Reinvestment Program offers a commission-free way to reinvest dividends from most equites that an investor would own.