We have IRAs, brokerage, checking and mortgage at WellsFargo. It is by far the cheapest. It is very easy to move money among all the accounts. And we can walk into several nearby branches of the bank to deposit checks or get free cookies to eat. The debit/ATM card works as advertised. Everything is free with the PMA package. Also taxes are easy since the 1099s are complete.
We have IRAs and a joint taxable mutual fund at Vanguard. Everything is free, but we are not using their checking so no ATM card. Overall, they are not as cheap as WellsFargo for us and we cannot walk into an office. However, they have some bond funds that are not available at WellsFargo.
I have a 401(k) at Fidelity. This is rather nice and they have good software tools such as the Retirement Income Planner. They have a local office. I intend to always have an account at Fidelity even when retired.
We also have accounts at TIAA-CREF, USAA, and TDAmeritrade. They each have specific features that we take advantage of.
I also read that Schwab is very good as well.
If you forced me to pick just one place to have all my accounts, I would choose WellsFargo.