I have a big bottle (250ml) of natural vanilla extract that I bought here for about 6 francs. It's made by a company called Jolly Desert and is labeled as "Arome naturel de Vanille" or "Naturliches Vanillearoma". It's very nice.

I had to do a fair amount of looking about, but so far the only things I have not found in the regular grocery stores are chocolate chips, proper brown sugar and molasses. So I ordered the brown sugar from the American Market.