This is way too broad to answer, and requires further inquiry into what your goals and risk tolerance levels are. So since we cannot answer your question directly, let me help you with writing up in short what the potential options are, and you can start doing your research from there.
"Retirement" accounts in the US are accounts created under various sections of the Internal Revenue Code (IRC) which allow deferral of income taxes to when you withdraw the amounts that deposited.
By depositing money into your retirement account you get a tax benefit that you can estimate based on your marginal tax rate: you're not paying income tax on the money deposited until you withdraw it from that account (that is what "deferred" means).
However, "Roth" versions are after-tax, i.e.: by depositing money you're not getting any current benefit. Instead - your qualified withdrawals are tax free in their entirety (including gains).
To Roth or not to Roth?
Generally speaking, if your current marginal tax rate is lower than what you expect it to be when you're retired - you would probably be better of with Roth accounts. Otherwise, Traditional accounts are more advantageous. Figuring this out though is not always easy, as it is difficult to estimate your retirement income now, and guessing what the tax rates would be. That said, if your current marginal tax rate is 15% or less, you're probably better off with Roth.
Penalties on early withdrawal
To discourage you from breaking your retirement savings, there's a penalty on early withdrawals from the retirement accounts (or earnings, from the Roth accounts), of 10% of the value (in addition to the ordinary tax you still need to pay). For Roth accounts, you only pay penalty and tax on the earnings.
What are the options?
401k - IRC section 401 defines a whole bunch of various tax-deferral schemes, subsection (k) talks about elective deferral of salary income. In short: you can elect to defer certain portion of your salary (up to $17500 as of 2013) for retirement and not pay income tax on it now (for Traditional 401k, for Roth it is taxed). Employers may or may not match, match isn't counted towards the $17500 limit (but there's a total limit of $52000 for all the 401k deposits on your behalf). Match is never Roth.
Solo 401k - if you're self employed, you can open a 401k plan as an employer of yourself.
IRA - this type of accounts doesn't require an employer co-operation, but does require earned income. You can deposit up to $5500 (2013) into a IRA per year, and reduce your taxable income by the deposited amount (if deposited in Traditional IRA).
SIMPLE and SEP IRA - If you're self-employed, this is another option which you can use to shift income taxes on your earnings into the future.
You can start with the Wikipedia page describing the US retirement plans, and check out the relevant information on the IRS web site.
Don't forget to look through the questions already asked and answered here on this topic.