My 401k, 457 and my wife's HSA are invested at TD Ameritrade through the SDBA. To have the SDBA with my 401k and 457, I pay an extra $50 per year. However, I invest in the Vanguard commission-free ETFs which lowers my average expense ratios by about 0.5%. Just make sure to enroll in the commission-free ETF program and don't sell any of those ETFs within 30 days of buying them.
The option also works great for me because it allows us to have Vanguard funds in all of our accounts! The only exception is that I use IVV (iShares) for my S&P 500 allocation.