I think you can get daily summaries quite easily, eg:

http://www.google.com/finance/historical?q=NASDAQ:GOOG

and from memory when the markets are open you can see the order book stuff:

http://finance.yahoo.com/q/ecn?s=GOOG+Order+Book

But I believe you have to buy the more detailed data from the exchange itself. I have no idea how you do this but as far as I know it costs maybe a few thousand per month.

So more stuff:

http://www.statslab.cam.ac.uk/~chris/links.html