To send your coins from Coinbase to Trezor, just send them to your Trezor address. I don't see where the problem here is.
The fees will be whatever Coinbase is charging + I guess depending on the state of the mempool (if it's being flooded by Roger Ver and Bitmain or not, in the past hours it was it's pretty cheap to send transactions. You can see it here live:
https://tradeblock.com/bitcoin/The best wallet is always a full node (Bitcoin Core node at:
www.bitcoin.org)
If you don't want to download the blockchain, get Electrum.