I think the answer depends on your tax bracket, your investment strategy and tolerance, the investments available through your 401(k), your age, and how much you would like to invest.
Eg, max contribution to a Roth IRA is $5,500 this year, and less if you earn in a certain income bracket.
Eg, if your 401(k) doesn't have a highly rated, low expense ratio fund that meets your investment strategy, then you probably want to open an IRA where you can invest your $$ how you want.
Etc.