I have two vanguard funds that I've bought directly through Vanguard, and have been happy with their website. Easy to navigate, you can conveniently set up automatic deposits if you want, and although some of the funds say they have a $20 annual fee you can avoid it simply by signing up to get your statements electronically instead of in the mail, so there are no fees at all.
I have not used etrade so I can't compare the two. In general, I'd say if they let you buy and hold vanguard funds without any fees and you are happy with their website, its probably fine to buy vanguard funds through them, but if they charge any fees at all, buy them direct though Vanguard instead.