I don't know how it works exactly (I don't play there) but Party Poker will allow you to save hand histories.

I do play at Ultimate Bet and while there is no built in way to save them, there is a freely downloadable program that will save them to a folder of your choice. The bonuses at Ultimate Bet are a 40% deposit bonus (up to $200) or a 50% deposit bonus if you give them a name of who referred you. I've heard that UB's bonus takes longer to cash in than other sites, but again, my experience is chiefly with UB, so I have no basis for comparison. It seems fast enough to me. Other sites have bonuses as well, but I don't know of any that offer more than 25%.

- Jeffrey