BYO has a recipe for 'chocolate jitters' which IIRC had coffee, chocolate, and vanilla. Vanilla will enhance chocolate flavor, but you won't get 'vanilla' per se...it will get absolutely overwhelmed by the chocolate. Still, they work well together.
No recipe yet but I'll probably try to combine a few recipes. Maybe start with a milk stout and add natural vanilla extract/beans (secondary) with some cocoa powder (boil). I agree that the vanilla should just blend in nicely with the cocoa. If anyone has a milk stout recipe that they really like and wouldn't mind sharing, it would be greatly appreciated.