I'm a big fan of Penzey's double strength vanilla. It's the next best thing to homemade. For vanilla beans, I usually buy a pound at a time from saffron.com. Their website is super low-tech, but I've had really good experiences with their vanilla beans, and they stock several different kinds.
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This site reviews on-line vanilla vendors plus has a wealth of information about the subject:
http://www.vanillareview.com/
I have been very happy with the beans from Vanilla Products USA:
http://www.vanillaproductsusa.com