Michael James recently said "Small Amounts add up, but Pennies Don’t", and I think the same is true of index ETFs. It's easy to find funds with remarkably low expense ratios under 0.3% per year. If you manage to save 0.1% per year times 30 years, that adds up to 3% of your final portfolio value at retirement, which I daresay you'd be hard pressed to notice.
Go ahead and pick the cheapest index fund you can find, all else being equal, but I wouldn't go to any lengths to avoid these tiny fees. For example, I wouldn't go buying the underlying stocks in one of these cheap funds unless the savings in management fees makes up for the higher trading commissions and the tracking error you'll get from not owning exactly what's in the index.