If you don't have any deductible contributions in traditional IRAs yet, then (this year at least) you can do a "backdoor Roth" - make non-deductible contributions to a traditional IRA, then convert them to a Roth. (You can still do this if you already have deductible contributions in a traditional IRA, but it's more complicated and you'll have to pay taxes on the deductible portion that is converted.)
Second this, backdoor Roth IRA contributions are great. It's very easy to do in Vanguard, just a few clicks and I don't think any conversion fee. Not aware of any plans for the rules to change soon, but you never know.
I'm in the same boat as you and spent the weekend researching some nice options for tax-sheltered accounts:
HSA- Pretty fantastic secret. Contributions tax-deductible, earnings when used for healthcare related costs are tax-exempt. No income limit, max contribution $3100. You need to have a "high deductible health plan" HDHP to qualify (which, quite confusingly, has a ceiling for deductibles which is actually a bit lower than some current plans). You either get cash out with a debit card or you reimburse yourself for whatever you have receipts for.
Oh just healthcare costs, what's the big deal? Well, the real secret is that there's no limit to how long you have to wait to reimburse yourself. So you can pay out of pocket for costs, hold on to your receipts for 20 years, then break it open and "reimburse" yourself with delicious untaxed earnings when you decide you want a new car. Assumes you've racked up enough medical expenses, but it's pretty fair to say you'll go through at least several years of maximum contributions out of pocket. Healthcare costs include vision and dental care. There are a lot of details, but take a look.
Also you can invest for a whole year's contributions even if you only have the health plan on December 1st. I actually just decided to go off my parent's plan despite being eligible for almost another year when I realized the tax benefits of the HSA greatly outweighed the $40/month premium cost.
Take a look at 529's too. Not that fantastic, but still ok.