Flavor extracts - I've added at bottling with no issues (including vanilla extract)
Vanilla beans - chopped up, soaked in whiskey for a week, then added to secondary (a bourbon barrel to be exact)
Coffee - this one will probably be controversial and there are lots of other threads on it, but here goes:
- Brewed concentrated coffee in regular coffee maker, then cooled overnight and added to secondary. Many people say you will extract out the bitter compounds this way, but I liked the beer I made using this method.
- Cold steeped coffee grounds overnight in room temp water, filtered and added to secondary. Tasted good, but I actually preferred the brewed coffee to this one.
- Add grounds to end of boil. Again, many people say you will extract out the bitter compounds this way. Did a FBS clone like this, but haven't bottled it yet.
- Add grounds after the boil when it's cooled to around 180F. This should avoid extracting the bitter components in coffee.
- Add grounds or whole beans to secondary. Did a FBS clone like this, but haven't bottled it yet.
That's all I've added so far. Hope that helps and take everything I say with a grain of salt as I've only brewing about 2 years