I like to have assets at more than one financial institution. I do this so that I do not have to worry about free-riding, frequent trading, cyber-hacking, and general stupidity of customer service reps.
However, I don't see Vanguard any cheaper than owning Vanguard ETFs at TDAmeritrade and WellsFargo. Indeed, Vanguard's poor excuse for a brokerage is a minus and not a plus. Also Vanguard ALWAYS has less than timely updates of the assets I own there.
Nor is Vanguard cheaper than owning Fidelity Spartan Advantage Index funds at Fidelity. For example, FUSVX has an expense ratio of 0.05% while the equivalent Vanguard fund VFIAX has an expense ratio of 0.05%, too.
I think all financial institutions probably have something that can annoy one, so it is best to spread the money around.
Bottom line: Free Vanguard ETF trades at Vanguard, TDAmeritrade, WellsFargo. Free index funds at Fidelity and Vanguard. Costs are essentially zero at all these places for things I want to buy, so expenses don't factor into my decision. I look for real-time updating and even presentation of pending trades as more important.