OK, the general rule is to let your tax-deferred account continue to grow — but in conservative investments. And inside the TSP plan, you do have the “G” fund, which is short-term government securities — guaranteed not to lose money for you. Of course, they won’t grow your money either! You can roll over your TSP directly to an individual retirement account (IRA) at Fidelity or Vanguard. But since the TSP has such a safe alternative (for at least a good part of your money) — and since they charge the lowest management fees, I think you might be better off staying where you are — and waiting as long as possible to withdraw from the TSP. I’m not quite sure of your “pension” options, so I can’t comment on those.
By the way, here’s a link to a private website run by a guy who was part of the TSP and claims expertise on managing it. You might enjoy reading his blog. And go to www.NAPFA.org — the website of fee-only financial planners. They don’t have a specific search filter for planners with expertise in the FERS system, but you can contact individual planners and ask. Or do a google search of FERS financial planners, and you’re likely to find one in your area with this specialized knowledge.