I have been making my own Vanilla for almost 4 years, This is how I make a batch in November each year (when I am giving away for presents), I split 8 to 10 Vanilla Beans and drop them into a bottle of vodka, I then put the bottle in a dark place and leave it there for about 2 weeks. During the two weeks I take the bottle out of the cabinet every morning and shake it and then return it to its hiddy place. Then at the end of two weeks I pour the infused vodka into small dark colored glass bottles, I then place 2 of the Vanilla Beans (from the Vodka bottle) into each jar. I add also just a touch of dark rum to each small dark glass bottle, this kinda balances out the sharpness of the vodka.
Ingredients needed are simple:
Purchase one bottle of Vodka
8 to 10 Vanilla Beans
Small amount of Dark Rum (optional)
Small dark glass bottles
The up front expense of the Vanilla Beans is quit a lot, you could try ordering them on line, I have found a few places that are reasonable. Once you have your Vanilla transferred to the small dark bottles when you use a little of the vanilla you can keep topping it off with more vodka, it will just keep infusing and gets better with age. If you notice the Vanilla is not as strong (after a long while) just add a split Vanilla Bean to the bottle and keep going. If you do this it does save money in the long run. I also have just made it in the small dark bottle with just 2 Vanilla beans instead of putting the beans in the Vodka bottle, just use the ingredients above and add the Vodka to a small dark bottle with 2 Vanilla beans and a tiny amount of dark rum. I just add the Vanilla Beans in the vodka bottle when I am making a large batch (to give for presents) when I transfer it to the small bottles I add a ribbon with the directions, I think they make a really cute Christmas gifts!