We also use a free clearinghouse. We have been using Office Ally for years with terrific experience. (No set up fees.)
Also, we used to submit direct to insurance carriers, but in order to do that we had to purchase a software add on which was a bit costly. It worked ok for us though for many years. It was much more user intensive though than Office Ally. So if we can submit free to a clearinghouse, then why pay for the software and go through the extra work.