I work for a very small company that doesn't have any retirement plan options. I am 37 years old and I would like to start preparing for retirement. I make decent money for where we live and we live well below our means. What would be a good option for starting my retirement savings?

Save all the pre-tax dollars by making the maximum investment in an IRA,

Then save all the post-tax dollars you can stand.

I would use a traditional IRA and max it out, that way you can deduct your contributions from your taxes.  Anything after that I would just look into a standard taxed brokerage account.  Make sure what you are buying in that account is considered tax efficient such as ETFs.

Investigate Roth v. TIRA.  Note that Roth has income limits.  Stay away from actively managed funds and investigate index funds.  Expense ratios matter.  My portfolio is housed at Fidelity and Vanguard.  There are others, but these suit my needs best.  Look around and read a bit.  It's never too late to start, but at your stage of the game you may be looking at having to save 15% or more of your income to meet your goals, so you will likely need a taxable account in addition to the IRA if a 401(k) is not available.  Investigate tax efficient vs. non-efficient investments for such an allocation.  

start buying index funds and large cap stocks, buy every month, reinvest all dividends