Number of different brokerages doesn't matter. What matters is the expense ratio of the fund, any transaction/load fees, any account closure fees, etc. Basically don't open any personal accounts at brokerages that charge anything more than the funds expense ratios. Then compare the expense ratios of like Vanguard funds to make sure they are in line with Vanguard.
No clue on T.Rowe Price. Around here Vanguard, Schwab and Fidelity are the normal 3 recommended (probably just because they seem to advertise the most on competing with Vanguard). With Schwab and Fidelity you have to make sure you choose the right fund as they have plenty of non-index, expensive funds you should avoid.
If I was going to buy Vanguard funds I'd probably just go with Vanguard.