Those are some great options in the 403(b). You don't say what the fees for the plan itself are. They're probably reasonable, but it's something to check on. Ask for the summary plan description (SPD) and look through for those plan fees.
One under-appreciated perk of employer-sponsored plans is the liability protection afforded by ERISA. I'm not sure one way or another whether or how money that leaves an ERISA-covered plan and goes to a non-ERISA-covered plan (like an IRA) retains that protection
Finally, if you don't have a traditional IRA now, and earn enough money to be excluded from normal Roth contributions (or might in the future --getting married is a common trigger), that's a factor in favor of rolling over into the 403(b). If you ever want to do backdoor Roth conversions in the future, it's very helpful to have no money in traditional IRAs. You can find the mechanics for that by searching around about backdoor Roth conversions.
