You have to balance the tax savings of the 401k/403b/
against your investment choices.
If you're paying 15% combined tax rate and your investment choices are 1-2% annual fee funds that underperform and are wrapped in an annuity, you rethink the brightness of the 403b.
If you're paying 35% combined tax rate and have access to nice vanguard funds or other low cost, well performing index funds...you max the crap out of your 401k/403b.
If you're getting employer matching funds, definitely go there.
When you leave that job, look strongly at rolling that 401k/403b over to an IRA at the cheap fund shop of your choice.
Lastly you have to balance the withdrawal "penalties". If you invest in an S&P500 index fund in an after tax account, hold the shares until you ER in a decade, then withdraw, you pay long term capital gains rates. If you put the money into a 401k/403b/IRA and withdraw in a decade...you pay ordinary income tax rates on those. Only way to escape that is to convert the IRA to a Roth, in which case you're going to be mighty pissed if the Fed Govt institutes a flat sales/value added tax and junks income tax before you retire.
For someone in the accumulation phase, the pre-tax deals are probably automatically the best choices. In our case my wife works 3 nights a week, and that gives us enough income to pay the monthly bills, health care, and earned income to allow us to max fund our Roths. I did have her maxing her 403b but at this point we're better off keeping the cash and throttling down the withdrawals from our taxable portfolio.