I have a big reason to favor a roth ira over a brokerage account; especially if you are young and still single. Asset protection.
One of the features of just about any retirement account is that they are legally protected savings vehicles, from civil lawsuits (including bankruptcy, I think) but not from the IRS itself. This might not seem like a big deal, but keep in mind that asset protection and favorable tax treatment are the two main reasons that small businesses become corporations; both of which ira's do for an individual. Additionally, the ira is intended to be for an individual only; so if you are single and contribute to an ira before getting married, then stop contributing to that one and open a new one while married, the old one can probably be declared a pre-marital asset if there is a divorce. The second one cannot be, because there were contributions during the marriage; which is why you get a new one. But another slick trick with the roth ira is that you, individually, can choose to withdraw the contributions for any reason you like, and the IRS considers all your roth ira accounts as a collective whole. So if you were to contribute $20,000 before marriage to roth #1 and then $30,000 to roth #2, then you ran into a financial crisis and needed $50,000 (for example, Tiny Tim needed that surgery), you could pull the full $50,000 out of roth #2 as long as you have had enough gains in it to cover the full amount. Thus still leaving your original roth #1 with untouched funds, should the divorce occur later.