Well there are a number of other savings vehicles you can use, but I'll just correct the misconceptions in your post, and maybe you can just use those!
I have a pension and a 457 but these do not allow for early withdrawl and do not pay out dividends before a certain age?
Possibly false and false.
1) Regarding the pension, your company very well could have a lump sum option, so you take the whole thing instead of over time.
2) Second point regarding the pension, you can often take them early (at a penalty). I'm planning on taking my pension at a reduced rate starting at 50 (even though I'm not eligible until 60), because mathematically it makes more sense to take it then,
even if I don't need the money.
3) Regarding the 457, you CAN in fact take it out early without the 10% penalty - that's the beauty of 457s. When you sever employment (i.e. retire early), you can withdraw your 457. You will be taxed (of course), but at the normal rate, same as you would if you took it after 60. There is no early withdrawal penalty taking it then.
If I open a Roth I cannot get the money until 60's.
False. You can't access the interest it's earned, but you can access the contributions. So if you contribute 5k/yr for the next 20 years, you will have access to 100,000 you can use to help bridge the gap to the age when you can access the earnings penalty free.
Roth and 457 are both decent vehicles for early retirement savings.
Feel free to ask any followup questions and I'll try to answer (and I'm sure other Mustachians will chime in), but hopefully that clears up a few of the misconceptions you've picked up along the way. :)