As apposed to saving with IRA..
IRA is nicer to max out first generally since you will have more control over your investments and likely pay less fees over time (some 401k plans really stink when it comes to fees). but 401k has a higher overall contribution limit per year allowing you to put away more over time.
Exactly. So I stop contributing to 401k, Until I fill up IRA limit. Where would you recommend opening IRA?
Ideally if you know you are going to save lets say $1000 per month and $5500 would go to your IRA you would want the other 6500 spread out over the year. Its harder (paperwork) with a lot of 401k plans to "turn them on and off" a couple times a year.
I know one company I worked at it was easy to do so maxing out the IRA first made sense to me and then with a couple clicks online I could direct more to the 401k. Another company I worked for would have been a bigger hassle to do it that way.
You can open up your IRA with any company, If you plan on actively trading stocks then make sure to look into trading fees. Fidelity, Schwab, vanguard, etrade, they all work you just have to find something that you like. I use fidelity, although I don't trade very often and I really like their cash management account (checking).