You may want to check out stockbrokers.com.
They have enlisted Best International Stock Brokers 2016:
Hope this helps :)
The problem with Imran's answer is taxation. If you are a resident of a country without a US tax treaty, you'd be paying too much in tax withholding (30%) and "you" can pay up to 55% in estate taxes after you pass.
Better options are SaxoBank and TD Direct Investing International, as your money will not be held by a US based financial institute. So, no estate taxes. Furthermore, investing in Irish-domiciled funds means utilizing Ireland's 15% taxation rate with the US and reduced rates with other countries. See US-domiciled Vanguard Total World Stock ETF (VT) vs Ireland-domiciled Vanguard FTSE All-World UCITS ETF (VWRL) comparison in the article below.
Hope this helps. Feel free to reply if you have any further questions.