Letter of recommendation from REU professor
It is extremely valuable to have letters that speak to multiple sides of you as a student, e.g. as a scientist, as an academic, as a communicator; letters that say you're not one-dimensional. If you have no one else who can speak to you as a researcher, I'd absolutely recommend asking your REU prof to write you a letter. Further, if you have truly made a connection, or they really think highly of you, or anything like that, they could trump a letter from your institution, to be honest. Internship advisors' letters from places like NASA centers were key points in some of my peers' applications in the past; 10 weeks is a good amount of time to show someone what you can do, although a longer relationship (stay in touch, etc.) certainly helps them understand your depths.

I'm not sure as to how much any particular program might value a diversity in your letters, but your professors at your school benefit from having their students do well; your REU advisors benefit too, but on fewer levels, which may make a letter from an out-of-school research advisor weigh a little more heavily. Your mileage may vary on the last, though.