Most Cotos, Discos & Jumbos carry the Philadelphia brand cream cheese. Instead of paying through the nose for a north american brand cream cheese, we have found that Queso Crema by La Paulina is a worthy substitute and makes fabulous cheese cakes and dips.
Mendocreme is an OK substitute for sour cream, but I also like to use Queso Blanco by Tregar as a sour cream substitute on baked potatoes, in dips & cheescakes too. The taste isn;t an exact match to sour cream, but it does have a very similar texture.
Depending on the quantities of real vanilla extract you need, small amounts can be acquired in stores labeled Cotillon in your neighborhood. Larger amounts can be found in Barrio Chino at Casa China or even in zona Gastronomia in the San Cristobal neighborhood.
What are you making?