I just went through the paperwork hell of rolling two of my wife's 403(b)'s and my 401(k) into Vanguard rollover IRAs. It took a dozen phone calls, 30+ pages of paperwork, and faxes that ping-ponged between employers, custodians, investment companies, etc, etc. Not fun, but I still did it and I'm glad I did.
There's the obvious fee stuff with Vanguard, but another point is that simpler is better. I log into Vanguard now and see all my money. It's easier to imagine asset allocation when you can fit it all in one browser window. Before these 403bs were like stray cats and dogs - I checked in on them occasionally but I didn't really give them the care they deserved.
Good luck with your rollovers - get a good scanner app for your iphone, and fax for free with faxzero.com. Most of these stodgy investment companies want real faxes.