What is better 403B or Roth IRA?

I have been contributing to my 403B for almost a year and a half now. I think it is going well. I have a friend at Merril Lynch that is managing it and getting good returns by my estimation. I guess my concern is whether or not I should be putting the money into an IRA instead since my employer does not match anything. Does a 403B have any advantages over an IRA? Does an IRA have any advantages over a 403B? Is there a straight answer? Someone please advise.