Retired? Build your own portfolio

Question: I'm about ready to retire and I'm worried about rolling over my pension and my 401(k). Do you recommend self investing with one of the low-fee investment companies like Fidelity, Charles Swab, etc. or one of the high-end fee companies like Smith Barney, UBS, AG Edwards etc. to get more for my buck in the long term and for the rest of my life? Is 1.4% to 2.5% a reasonable annual fee?