Vanilla sugar is great to have on hand to give your baking recipes another layer of vanilla flavoring (if you’re already using vanilla extract), or to give a very subtle vanilla flavor. It’s extremely easy to “make” and it allows you to get your money’s worth out of a vanilla bean. Any time I use a vanilla bean for a recipe, after removing the seeds I just throw the pod into my container of vanilla sugar. The pods still contain a lot of vanilla scent, and that will perfume the sugar in the container. As you use vanilla sugar, simply add more sugar and give the closed container a good shake to distribute.
You can buy vanilla sugar, but I don’t really see the point when making your own is so easy and cost efficient.