A good bet for a small investor are DRPS (directly from the company) some will also reinvest your dividends without fees (DRIPS) You have to do some research but it's worth it.
Wealth of info at Motley Fool
http://www.fool.com/school/Drips.htm
Another good way to go but make sure you understand the account thoroughly
http://www.sharebuilder.com/
Not sure what "small" investment means to you but the big brokerage houses can eat away at small accounts until there's no profit/or even investment left in a good market so make sure going in that you know all charges now/future and have them in writing. If you don't understand something bug them until you do - it's your money and their job