I want to share my experience with FXCM as well.
Been trading with them for approx. half a year now. The overall experience is more or less disappointing.
I am running a scalping approach, which is identically running on several other brokers (all DMA!) in parallel, and although Jason is not getting tired of repeating the large amount of liquidity providers, the execution and filling at FXCM is far from competitive, despite which numbers he is presenting.
Average slippage of 1-2 pips is regular and as I can see, that others can do better, it is somehow disillusioning - especially as FXCM is charging a comparable high amount of commission for that unsatisfactory liquidity!
Next to that I am using a rebate service for the account, where delays caused by FXCM are happening almost every month.
All in all I am thinking about switching my deposit to one of my other brokers, as there are better alternatives out there.
Sorry, but especially for scalping not recommended.