There is also vanilla sugar. This is more of a European thing. It is powdered sugar with finely powdered vanilla seeds. It is used almost exclusively in Europe for all baking things. The US got stuck on using vanilla extract because it is an old British colonial product. In terms of modern cooking, vanilla extract is not all that fantastic.
Since I moved away from the US in '97 I haven't used vanilla extract a single time.
I'm guessing, but I haven't checked, but there are probably net recipes for making your own vanilla sugar.