I know me, AZ Greg and a few others here (I believe) play Vega. Just recently I've been trying to get down the timing with Izuna Drops. They go well against those who try to FA out of a FBA. If you can catch the timings with that, you should have a very solid air game.
Vega's l.lp is a good pressure poke like what you'd find with Balrog. But I don't find it very consistent to just keep poking. Mix it up good with some pressure combo's like l.lp, l.mk -> l.rolling claw attack. Just remember to dash back after a rolling claw attack. Gives you some space to work with, and gives some good ground to use his Leaping Kick (df.hk).
Vega's all about shenanigans from the get go. You could go with say a l.lp, l.lp into arial claw attack (forward) for a quick reversal. You just gotta watch how close you are to a wall.
Scarlet Terror you can also mix into l.lp as well. It's also a great anti air tool for those who like to jump in.
Find some of the basic stuff here:
http://www.eventhubs.com/guides/2008/jul/07/vega-claw-street-fighter-4-character-guide/
Good place to start.
Edit:
One thing I've found on wake up that's been probably 50% effective is going right into a KKK back flip, then followed with a scarlet terror. It works if your opponent isn't paying attention. They think free hit after the back flip but get their faces wrecked with a scarlet terror.
, thanks, btw while we're at it, you mentioned getting down the timing for his izuna drop. 
