If you go the vanilla bean route, which is a great way to go, be advised that the flavor tends to fade pretty quickly. If it were my beer, I would find the best vanilla beans possible. 2 per 5 gallons provides a pretty noticeable flavor without being overpowering. Split the beans lengthwise, scrape the insides, and add the entire contents to maybe 4 to 8oz neutral spirits for a couple weeks. Add it either to primary or secondary, whichever you prefer.