It's been several months since I've been here, so I don't know if anything has changed, but here's what I thought about it:
Love the decor (big chandelier by the dancefloor, bathrooms, light squares on the wall, everything was cool looking).
Love the music (hip hop & top 40). I hate house music so I'm glad Vanity rarely plays house music.
Every 30 min or so, they blast a shot of cold air onto the dance floor (great when it's crowded & you're dancing up a sweat).
There's actually places for you to sit & rest your feet (you don't need a table reservation just to sit).