To my mind, trading with several brokers is a great approach to minimize non-market risk. As it was mentioned before, it is almost impossible that several brokers would fail simultaneously, so at any scenario you will lose only part of your trading capital. By the way, it doesn`t mean that you have to switch from one platform to another and place the same orders – nowadays there are many tools allowing you to automate placing orders by sharing them with multiple accounts. Such tools could even calculate position size for each account independently based on the account size and risk profile.
By the way, the all trades should be balanced well and all accounts should be used in similar proportion otherwise it would reduce the effectiveness of this approach.
The most important advantage of such kind of trading is that it allows you to protect your funds in case if one of the brokers would fail to perform its obligations (it is quite common situation, especially for unregulated offshore brokers). In this case, you will lose only a part of your entire trading capital and still will be able to continue trading.