The DL cowl looks like a large upgrade because it takes up two slots, your body piece and your head piece. In order to properly compare, you'd have to add the stats of those two slots first. Stick with the Vanya.
Are you speaking in terms of myth expenditures? If you are going for pure damage/healing output, Zenith is the best way to go. If you are going for survivability, legs or chest tend to give large vitality boosts. The ring, per myth spent, is almost always the most efficient use of myth (because it will replace the i60 AK ring you have, or something).
You should also check out a loot table for Coil (if you plan to do it), and buy the myth pieces for the slots that appear in the later turns for your job. While Allagan pieces might not be BiS for your class, they're still really good, and probably shouldn't be replaced until you have i90 in ever slot (except for MNKs, where apparently the CT chest is BiS now).
Here's a loot table for you (bonus! It includes the Crystal Tower loot table):
https://docs.google.com/spreadsheet/lv?key=0Ao3p9KCFAeo1dFprajJ4bXBEVnJMYm9qQ2FXSlVDYmc&toomany=true