It depends on where you’re putting it. Someone already posted the US flowchart which I highly recommend following.
If you’re putting it in a 401k you’ll be setting that up with your employer’s 401k provider, which you don’t get to pick.
If you’re putting it in an IRA you get to choose your own provider, and the best ones that people recommend are Fidelity, Schwab, and Vanguard. You’ll be served well by any of those 3, as they are all friendly and have no fees etc.
If you’re putting it in an HSA you’ll set that up through your employer’s HSA provider, which you don’t get to pick.
If you run out of space in your 401k/IRA/HSA you can also open a “brokerage” account which gets put raw into the market with no tax-advantages, but has no yearly input limits. This type can also be started from your Fidelity/Schwab/Vanguard account.