I have extensive experience with both choices.

If you're happy with Vanguard, stick with them- the Vanguard website is far better than the bare-bones Scottrade one, especially if you have Voyager level service (assets > $250K)

If you're feeling constricted by Vanguard, and that you want to buy, for example, individual securities, you can do this more cheaply and Scottrade than Vanguard. That's why people use Scottrade- more choices, and also because they may like going to their local branch and doing business face to face.

However for most people Vanguard is all you need.

Nick