401(k) Rollover

I have a decision I need to make that I've been putting off. Back in July I changed jobs. That left me with about $3k in a 401(k) at my previous employer. I'm supposed to move the money out, but they said there is no deadline, so not sure how they enforce that. The account is currently with Vanguard and my new job 401(k) is with a small local firm.

So, now I'm debating what I should do with my account. I'm really unfamiliar with this area and whether a Rollover, Roth or Traditional IRA is best. What are the pros and cons of each. I guess I'll start with some research and see what I can find online. I'd probably like to do the move sometime early next year, so we'll see what we do.

I do have banking accounts at E*Trade presently, but no investment accounts. I'm not disappointed in Vanguard either, they have a very good selection of funds. I'm not hip on moving them to my current plan as this is a contract job and I don't expect to be here long term either. I'd like to start putting my retirement accounts all in one place at some point and would like to find a good place to do that.

Any advice from the blogging world out there?