Skip both gel cleanups. You need to clean up the pcr product (but not the vector digestion or pcr insert digestion) to remove the pcr enzyme and dntps, but you should do this with a column. The 65C temperature at the end of your RE digestions inactivates the REs. You should be able to go directly from that inactivated RE digestion into a ligation. I would recommend against a PEG containing ligation buffer here, since you have cohesive ends. Use the normal ligation buffer, and as Bob1 says, don't use too much DNA.
A common problem is poor competence cells. You can test for this by transforming serial 10x dilutions of your parent plasmid and claculating the efficiency, normally expressed as CFU/ug of vector. Ideally you should get around 10**8 colonies per microgram of vector.
If things are working well, you need only about 15 minutes at room temperature for ligation. Overnight for cohesive end ligations is simply wasting your time.
Thanks for your suggestion,.
After the REs digestion for both insert and vector, do I need precipitate them by phenol-chloroform or chloroform-enthanol procedure. then do the ligation? How about remove some vector or insert which do not digest completely?