The reasoning on contributing to the 401k first is so that you don't leave any of that free money from your employer on the table.
As for the Roth, you need to look at your personal tax situation and may sit down with an advisor. Roths are generally recommended as you tax a smaller amount of money on the way in (yes, at a generally higher tax rate but on a smaller amount of principal) and then take out all the proceeds (what should be a nice sized amount) tax free.
As for a 401k Roth vs a Roth. From what I can tell, the differences are in annual contribution limits and income limits to participate and when you must start taking distributions from the plan.