In a large glass jar, combine the sugar, white wine and vodka and stir until the sugar mostly dissolves.
Slice the oranges and lemon into quarters and add them to the jar.
Scrape the seeds from the vanilla bean and add them to the jar, then drop in the pod.
Cover jar, and let mixture stand undisturbed for 1 month in a cool, dark place. The vin d' orange will take on a slightly hazy, pale orange hue. After a month, remove and discard the fruit and vanilla bean.
Pour the mixture through a mesh strainer lined with a double layer of cheesecloth or a coffee filter, then funnel it back into clean bottles. Seal tightly with a cork and refridgerate.
Use the cheapest white wine, since it's getting mixed with oranges and sugar.
When picking out oranges, shop for ones that are heavy for their size since heavier citrus tends to yields more juice and is less likely to be dried out. Also, if you can't find Seville oranges at your local grocer, order them online from a specialty produce site like melissas.com
This is an aperitif popular in the south of France.