I'll shoot vanes on my compounds until they wear out, but I always refletch with feathers. Lighter weight, better FOC, better broadhead control and less need to worry about accidental fletching contact.

I like shield cut feathers better than parabolics. No other reason than they simply look better to my eye. My colors are generally orange and red, but I do use white with a gray barred. If I did a lot of shooting in snow, and I know it sounds odd, but I'd shoot hot pink and lime green. Those colors shine out real good under a few inches of snow and give a better chance of finding an arrow.