See also:
My review of SogoTrade.
My review of Zecco.

If you're interested in short-selling and you're using most discount brokers, there are a lot of disadvantages.

Short-selling at Zecco

You can find the occasionally updated list of easy-to-borrow securities from Penson right here. ThinkorSwim is another broker that uses Penson for clearing, however I'm not sure how the brokerage houses get 'dibs' on securities from their clearing agents.

It says right there on the easy-to-borrow list that no securities under $5 are able to be shorted, but I have successfully shorted stocks at Zecco as low as $3.25 - the only time an order was rejected for a stock being too low-priced was an order to short sell a security at $2.50 although it accepted an earlier short-sell limit order for the same stock at around $2.70 that was too optimistic. I assume the limit is therefore actually $2.50 at Zecco.

Shorting at SogoTrade

SogoTrade is unique in that it's self clearing; it's a direct subsidiary of Genesis securities.

You can find the easy-to-borrow list at the Genesis Securities website (I contacted them in order to find out where it was). It's a quite extensive list, and typically has many stocks available for shorting that are not present at Zecco. A few stocks this week that I could have shorted that Tim Sykes was unable to short were available at SogoTrade, namely FEED and PSTI. It certainly doesn't have everything, but for a discount broker, SogoTrade seems to have a good short list. I am not aware of a 'too-cheap' restriction on shorting, but the lowest priced stock I have shorted was at $2.59

The easy-to-borrow list at TradeKing

Well, I contacted them, and this is what they had to say about easy access to the daily short list:

Our brokers here have access to a good to borrow list. Since this list is constantly updated we are not able to make it available to clients. If you have a question about whether or not a specific stock is available to sell short contact us by phone or live chat.

I'd rather just see a list. Is that too big of a deal? Genesis seems to have their act together. That list is clearly auto-updated. I assume you could probably get TradeKing's list from Legent Clearing, but I have no idea who you would contact within that organization.