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Maxing out your 401k and taking advantage of that match is going to be the best thing to do. It’s free money.
Does your employer offer a Roth 401k? If they do, you can benefit from employer matching contributions. You’ll pay tax now, but all future withdrawals (and growth) will be tax free. Contribute enough to 401k to maximize your employer’s matching contribution (like MD1 said, it’s free money). Put everything else into a Roth (Roth 401k or Roth IRA).
This sums it up.
Remember that Roth IRAs have ceilings - you cannot save in an account if you make over a certain amount a year - and it’s much lower than you may realize. Check to see if you even qualify.
I did this a few times (converted funds from a former employer’s 401k to a Roth IRA). It’s great if you have the means, and I’m glad I did it, but it’s also is a major taxable event. I had to outlay thousands of dollars in taxes. Never try to figure this stuff out by yourself - always work with a financial advisor.
I wish I had put part into a Roth of some sort, but always take full advantage of your employer match first.