Nielsen-Massey Mexican vanilla is great!
A year ago I worked on the Smithsonian's annual orchid show as a docent. We had a glass tube with a Mexican vanilla pod--from Penzey's. After countless times opening the tube, taking out the pod, and letting people sniff it, the vanilla smelled almost as fragrant at the end of the exhibit as it did on the first day. So I would say you wouldn't go wrong with Penzey's vanilla.
I presume somewhere there is a good Mexican vanilla, but truly the largest percentage is cheap tourist cr&p. I've seen quarts for about 20$US.If you want good results with your recipes, buy good quality product - after all, it's for you, your family, and guests. (bigpan is in Mexico and -not- buying vanilla to take home !)