Marsha,
I'm in the process of transferring a 401K, and a couple of IRAs, and it seems like everything said here is right. Whichever company you are transferring to should be able to help you with the paperwork. Be aware that the company you are transferring from may levy some fines or penalties - the terms of which you should ask about.
As far as picking a company to go with, you probably won't go wrong with any of the larger retirement investment houses. What may be more important is to know your risk tolerance. See, most retirement instruments are made up from the buying and selling of different types of stocks, bonds, etc. These stocks are generally rated on their risk. Low risk stocks will more than likely increase in value (or at the very least, in bad times - lose less), but the rise and fall is generally in the single digit range. High risk stocks may or may not increase in value, but if they do increase, will probably be much more than those in the low risk category. A lot of retirement plans allow you to decide the combination of low risk, medium risk, and high risk investments you want to make up your plan.
Most companies will have a survey/test so you can find out your risk tolerance. A general rule of thumb is that the younger you are, the more aggressive you can be because time will balance out the large swings in your investment's value. The older you are, the less time you have until retirement, and the less time you have to balance out the bad times, so more conservative investing is probably in order. By way of example, I'm 48 yrs old and a moderate-to-slightly-aggressive investor, so my plans are made up that way - mostly low to medium risk with about 15-25% that are considered more aggressive.
Also make sure that you understand what financial charges they make, and the amounts - it doesn't do you much good if your portfolio makes 12% and you're paying (a total) of 8-9% in charges.
