Yes, roll over to a Vanguard IRA. Not only do you get lower fees, but you get access to all of Vanguard's family of funds with low costs.
Always remember that you pay more fees in a company 401(k) than just the ER of the funds themselves. There are 401(k) maintenance fess that are pretty much hidden - as in they show you the funds and ERs of those funds, but they don't include the overall fees just to have your 401(k) account open. This is why you always roll over 401(k)s to Vanguard and never roll them over to the new job 401(k).
As for the Roth IRAs, I am a big fan as long as you are in the lower tax brackets. If you go up to 25% or higher then it might be worth taking the tax deduction now.