Zero Hedge is the HN of finance, from high level macro to Nanex graphs of HFT, also see the Zero Hedge Reads on the left hand side for other sites -

http://www.zerohedge.com/

Market Ticker, Karl also has a show on Blog Talk Radio -

http://market-ticker.denninger.net/

Sadly RTs excellent Capital Account is no more but they have a different, though not quite as good show called Prime Interest-

https://www.youtube.com/user/theprimeinterest