If you have an HDHP and you're socking money away in a Roth, the HSA would certainly take priority. That's a bold statement, I know. Someone who thought they weren't going to have medical expenses in the future (yeah, right), might not think it's a good idea, but otherwise, it's a slam-dunk.
HSA is a Roth on steroids... it's Roth-like in not paying tax on the gains, but even better, you get to deduct the amount of the HSA contribution from the year's earnings! The scenario I'd go with, if cash flow would allow, is to pay out of pocket for medical and let the HSA grow tax-free.
There is a limit on getting the gains out tax and penalty free (that limit being the sum total over all years of your health expenses). And you need to keep records of your health expenditures.
As to getting started, just find a cheap place to start an HSA and fill-out the paperwork. I've got mine at Elements Financial. It's cheap if you keep a balance. And you can transfer money into a brokerage account (expensive to do that, but it's not something you do often).