I know there are max. contributions to Roth IRAs,
The max, which is $5000 and is set by the federal government, does not apply to rollover contributions. Nor does it apply to conversions from traditional IRAs.
are there minimums?
The minimums vary and are set by the brokerage (or bank) you transfer the money to.
If I do rollover, what should my expectations be as far as cost to rollover?
It should be free to roll money into an account. The 401(k) provider might charge you a fee to transfer money out, though. There's not much you can typically do about that.
Any advice on where to do that; I do not have thousands to put in a place like Vanguard, even though I would like to? My local credit union, e*Trade, Sharebuilder, a local bank?
Vanguard would be the best if you could. Credit union or local bank are probably terrible options. I personally am not a fan of ShareBuilder; their fees to invest in index funds are too high (as in, more than zero).
Are you willing to tell us how much there is specifically? That would help us tell you where to put it.