I have just recently come across the Lagarith Lossless Codec
http://lags.leetcode.net/codec.html
and have achieved some very nice renderings from Vegas with it. In fact it is the best I've found after spending several hours doing systematic comparisons of various codecs (done because I have some footage with some very fine details which need to be preserved).
Lagarith not only looked better to me than some other really good codecs (like Huffyuv and DivX) but creates reasonably small files -- in my trials, they were 10-20% the size of the underlying, uncompressed files.
Hope this helps... good luck