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Vanguard isn't mentioned in this list...
That list appears to have been last updated in 2015 (vanguard only launched their uk offering in it's current form this year).
A better list would be here: http://monevator.com/compare-uk-cheapest-online-brokers/
Which one is cheapest, depends on how much money you have, how regularly you'll be investing, etc etc.I recommended vanguardinvestor for simplicity, as if it's not the cheapest it will be thereabouts. Plus they are a recognised, well established firm etc.
@Howard
Well, this thread moved on 8 pages since I last visited...
https://www.vanguardinvestor.co.uk vs https://www.nutmeg.com/isas/isas-at-nutmeg/ ?
Vanguard isn't mentioned in this list...
http://forums.moneysavingexpert.com/showthread.php?t=3153942