Infinity Futures, Light Speed, Interactive Brokers, Saxo Markets/ Saxo Bank. And Investment Banks. Depends on who you go with you will have a different platform which you need to get sometime to familiarize yourself thus get a demo if possible.
Trading Technologies's X-Trader platform is the fastest of them all. Disadvantage of Gold Futures is that the margin facility you can have is more limited. Not 500X leverage, but that's what separate the big guys with boys.