This is the slow method of making vanilla sugar, which is insanely popular and a little spendy (another specialty item I haven't found in stores) but super easy to make. This recipe is easily increased for making larger batches, which isn't a bad idea. I wrote it as small batch because vanilla beans are expensive and this way you can get two uses out of 1 bean because we're only using the pod.
This stuff is amazing in coffee and hot cocoa.
Step 1: BoM
1 used vanilla bean
1-2 cups of sugar
Step 2: Vanilla
Hopefully you don't throw out your vanilla bean pods. For this instructable you need at least one pod (just the outside, the inside stuff you can use for something else). If you're starting with an unused pod, slice it lengthwise and scrape out the inside bean. Hold onto the insides for use in another recipe (like this one).
Step 3: Combine
Add the vanilla bean pod and sugar to an airtight container, shake, and set aside for 2+ weeks.
Step 4: Let Age
How intensely your sugar infuses depends on how much sugar there is and how many beans you add. You can continue adding more sugar (and more beans) as time goes on and you use your sugar up. Your sugar will start to change colors, to a light brown (I'll add pics soon) and that'll help you get an idea of how infused your sugar is.
The smaller bottle is vanilla sugar that has been infusing for 3ish weeks.