The problem with 401ks are that many actually have high account fees compared to IRAs, and only give you limited funds to choose from. I've had some good ones at a few jobs, but most of the ones I've had over the course of my career were somewhere between mediocre and bad. It's worth the company match to put up with them while I am at a company, but once I leave it's generally better for me to rollover to an IRA. For example, right now I am paying $120/yr in account fees alone for my 401k, to invest money into a couple of the Vanguard funds I also hold in my rollover IRA which has no account fees. While it doesn't sound like much, compounded over the years, it adds up. And it just irks me to pay for something I can get for free. Not to mention I have to constantly manipulate my different accounts to get the diversification I want because my 401k only has a couple of the funds I want to invest in available.
So if you are a lucky one with a well-run 401k, then congrats! But make sure you really know if it is well run or not. Study those statements to see what fees you are paying, and study the funds it is invested in to know what their expense ratio is vs. what similar funds you could buy yourself at someplace like Schwab or Vanguard would cost you.