I don't think you want to use the kind of Vanilla extract you cook with. That's usually made with oils and alcohol - neither one great to vaporize.
You should read through a gazillion posts in the
"DIY" threads - there are tips and recipes, etc.
(EDIT - lol, I didn't realize we were already HERE in the DIY threads when I wrote that first part...)
What you want IS food-grade flavoring, but not the stuff you get in a supermarket. There are a ton of websites that sell the flavorings we use to mix our liquid...you could look at DIYFlavorShack perhaps, or WizardLabs, or RTSVapes...