Vanguard is the gold standard for index investing and they are awesome. No one is debating that. You can't go wrong using them for any of your accounts.
That being said, you can do index investing with Fidelity as long as you stick to their Spartan series of funds, which contain comparable funds to what Vanguard offers. You just need to avoid managed funds and paying for any professional level management of your accounts themselves if you go Fido. (I have all my portfolio with Fidelity and am perfectly happy).
And if you want to move your old Roth over to Vanguard or Fidelity, you really just need to call them up and ask how. It is pretty easy - you open a Roth IRA with them (it will be empty, but you need the account all set up ready to go) then you fill out some really basic paperwork about where the current account is, how you want the funds/money to transfer - "in kind" meaning it comes over with all the investments as they currently are set up, or direct them to sell all funds and transfer the cash over. Then you send the form to Vanguard (or Fido), and they take care of the rest. It can take several weeks, but once your money is moved over, you can decide how you want to invest it going forward (sell off everything if transferred in kind, or just jump in).
And for the record, you can contribute to a Roth IRA (up to $5,500 per year as of now) even if you have a 401k or other retirement account through work in many cases. There are income limits - if you make $183,000 or less you should be good - and your spouse can also have their own Roth (or traditional) IRA as well, meaning you can add in an additional $11K a year to what you're socking away for retirement (early or otherwise).
http://www.rothira.com/http://www.bogleheads.org/wiki/Fidelity^ in case you want to use Fidelity for index investing (Bogleheads style), here is a great resource to see decent funds available at Fido.