1) Any brokerage will walk you through the steps to set up (and roll over) assets, including Vanguard, Fidelity, etc. All you have to do is call them, answer a few questions and sign the forms. It's shockingly easy.
2) regarding fees - lower fees are typically better. Here's an article explaining how
Low-cost index funds are the champion of low-fees, often 0.05% or less. JL Collin's stock series that Bracken linked is a information resource too.
Personally, I won't consider any funds that have an expense ratio of >0.5%; most of the ones I like are >0.2%
I avoid all funds that have front-end or back-end loads (essentially commissions to buy and sell, respectively).
For comparing different funds you can use morningstar (which Bracken_joy) linked, or finance.yahoo or any number of other fund checkers. It should tell you the preformance over a selection time frame, the expense ratio (your "fees") the current yield (how much it pays in dividends per year ... usaully its a fluctuates with share price). Some allow you to compare multiple funds over the same period of time, but beware the adage "past performance is not indicative of future results".
hope that helps.
Final thoughts: trying to pick "the best" fund is a fool's errand. Better to decide what your asset allocation (AA) fits your goals (i.e. where do you want your money invested) and find a low-cost fund or funds that fits that AA. For example, if you want to invest 80% in large US corporations and 20% in international funds you might put 80% of your money in VFINX and 20% in VGTSX, which are vanguard's SP500 index fund and international fund, respectively (both with very low fees).