Is it possible to transfer all my share holdings to a different online broker if I have a NAB margin loan?

I'm tired of NAB's performance. The latest is missing the ZFX div because NAB have it listed as 31/10/07; tomorrow. I don't follow things on a day to day level anymore. That is just one of many issues they cause me. I am even stupid enough to pay for the privilege of incorrect / late data. (Rant Over)

So Online brokers, who can you recommend?