Interactive brokers is maybe the best broker in the world you can trade any Financial Market in the world and do so very inexpensively and trade stocks, futures, bonds, options and have an extensive list of stocks that you can short. This is my first and best broker recommendation.
If you do not have $25,000 in your account to day trade with then you can use this broker here and start an account with only $500. They will give you 6 to 1 margin and you can day trade all you want.
This broker is a very good broker to use for day trading stocks, I prefer to use Interactive Brokers because of the global power that it has but this is also a very good broker with very good software to use for Day Traders.