As far as the vanilla goes... just about any liquer store/convenience store will carry vanilla (P.S. JeanS, vanilla in Mexico is very inexpensive, we paid $3 for a 1000 ML bottle of "pure vanilla").
When it comes to rum... I would suggest Appleton Estate rum (Jamaican) if it is available at either of those ports, it is DEFINATELY the best tasting/quality rum in the world.
Also, you may want to try a bottle of rum cream... I can still taste that wonderful flavor.