Should I invest (lump sum) through brokerages, banks, or insurance companies?

Thinking of investing a lump sum into a slightly riskier investment, such as mutual funds/bond funds for higher dividend yield. Are there any links for me to read up on these? What should I look out for, be aware of?

Back to the main question, should I invest through brokerages, banks, or insurance companies? A comparison of sales charges, pros & cons would be much appreciated!

Pure beginner btw, this would be my first serious intended investment!