You really should already know these things. That's your profession.

"if there would be any benefit to me using a payroll service to pay myself via W-2 vs just using the 1099 that I get from my Broker Dealer"

W-2 = Employee of that entity.

1099 = Contractor to that entity, running your own business.

You cannot pay Yourself through Payroll using W2, as a Sole Proprietorship. I got confused understanding who you feel Employs you, in this discussion.