If you like mutual funds, then Vanguard is the best place to buy Vanguard mutual funds. For ETFs or stocks, all of the big brokerages (Vanguard, Fidelity, Schwab) charge $0/trade now. Vanguard started it, and the others felt competitive pressure to follow (just like with expense ratios and indexing).
You should contact Vanguard to get them moving your account to Vanguard. The place with your money now has little incentive to help lose your account, and they can't push an account to another institution anyways. So your next step would be Vanguard.