Vanilla bean seeds are useful for many recipes, but can be a pain to remove. An easy trick if you don't need them in a hurry is to cut off the ends and soak them in rum for a couple of weeks.
Cooking site Chow notes that after that time has passed, you can just squeeze the beans and the seeds will come out as a paste. Using this method will obviously give your dish a hint of rum flavour along with vanilla, but I can think of very few applications of vanilla where that would not be an improvement.
Chow also notes that you can dry the leftover pods and grind them in a coffee grinder. Use the resulting powder in your baked goods, coffee, or anywhere else you'd like to give a vanilla flavour.
If you have a lot of vanilla beans on hand (they're cheaper in bulk) you can also make your own vanilla extract.