The great news is that you can do this yourself with a Vanilla Bean and a bottle of Brandy (yes you can use vodka but I like the caramel coloring and added flavor of Brandy). Fortunately I have a local store that sells wonderful vanilla beans and any Home Goods or craft store will have a decorative bottle, but any long neck glass bottle will work!
I score the vanilla bean and put it in the bottle then fill with brandy. I use 2 or 3 vanilla beans for a larger bottle. I then let it sit for at least 6 weeks to 2 months.
I use it for cooking and baking but I have a friend who even uses it when they make home made ice cream! The longer it sits...the stronger the vanilla flavor. After using some of the vanilla be sure to fill the bottle up with more Brandy. You don't have to wait another 6 weeks just continue to use and let the vanilla bean do it's job.
The best part...it's a fraction of the cost of natural vanilla in the grocery store and is sooooo much more flavorable!