Han and Roshi are great ninjas to have. But rohshi needs the power beehind him and Han still remains to be tested.
Kage has great ninjas. Edo is the worst treasure around. Sage has only SN that is A class ninja (barring konoha traitor in ranked/arena).
So yea, go with kage first. Then when you are satisfied with a rare ninja you get there, go jinchuuriki 2.