To be honest I hate the artificial flavor of extracts and essences. I only use fresh vanilla bean when making anything which calls for vanilla in a recipe like vanilla cake, cupcakes, puddings etc.
But that being said I have to admit that I get my vanilla at a very cheap price directly from Zanzibar
I use Nielsen Massey Madagascar Bourbon Pure Vanilla Extract. I love it! Here is a link
Don't let the price scare you off, that is for 32oz, which last me about a year but I'm also just a hobby baker. Happy baking :)
here's an interesting study of vanilla including this surprising result
"In two past tastings of vanilla extract, we reached a conclusion that still amazes us: It matters not a whit whether you use real or imitation vanilla, because you can’t tell the difference when you bake."
so i agree that you can't tell a difference when you bake with imitation vanilla -- however like the testers at cook's illustrated, i never use imitation vanilla -- and of course you can tell a difference in icings which obviously are not baked -- btw i use whatever brand comes in the 16 oz squirt bottle from sam's club, mccormick's or kirkland's -- and i use nielson massey vanilla bean paste
I also use real vanilla, from the squirt bottle at Sams or Costco. I'm not too picky about the brand, but I definitely use real rather than imitation.
i could hardly bake without the squirt bottle -- i've even refilled it when my membership at sam's lapsed