Just a couple of logistical-type things. Find out who the custodian of your 401k is. You may find it easier to first move the money from your 401k to an IRA with the same custodian, then roll it over to it's final destination with another custodian (e.g., Vanguard). This way you avoid (or at least minimize) the time the money is out of the market while undergoing the transfer. If Vanguard or Fidlelity is the current custodian, this might help you make the decision about who to use for your IRA's. Also, make sure you do a custodian to custodian transfer, i.e. a direct rollover. With a 401k, if the check is written to you, 20% is automatically withheld for taxes, which you certainly don't want, because you would have to make up this 20% from other funds (which it appears you don't have), to avoid being taxed on the 20%. With a direct rollover to an IRA, you never take delivery of the money, so no tax is withheld. When you withdraw the money from an IRA (this is called a normal disribution), you can specify the amount of tax you want withheld, including none. You will still owe tax on money withdrawn from an IRA if you don't roll it over within 60 days to another IRA, but you can control the cash flows.
Finally, if you end up going to Vanguard, be sure to use their Admiral share class, if possible. These require minimum investments of $100,000, but typically have expense ratios which are lower by about 10 basis points, which will add 10 basis points to your dividend yield.