Your TSP already IS investing, so you're further along than you think. For your money to help you the most, you want to max your tax advantaged accounts. Do you have a Roth IRA? If your income qualifies for a Roth, you should be opening an account and filling that up.
As far as where to open an account for a Roth or for a taxable account, Vanguard is no longer the lowest cost alternative. Over the last year, while Vanguard has been drowning in customer service nightmares, their competitors have been lowering their fees on index mutual funds and ETFs. Don't get me wrong.....Vanguard got all this low price stuff started and the others have followed and now passed them. But you can easily choose mutual funds at Fidelity that mirror Vanguard and with enough of an initial investment, they'll pay you a bonus for opening the account. If you want to go the ETF route, Schwab has options that are lower than anyone and they'll also pay you a bonus to open the account. I've got accounts at Vanguard, Fidelity and Schwab, so am not biased one way or another, but I do see what's going on between them all.
Stick with an overall 3 fund portfolio (US Stock, International stock, US bond) with an asset allocation across ALL of your accounts to match your target and be SURE you're in low cost indexes with no transaction fee and you'll be good to go.