For those of you looking for Windows GPU/Display color management solutions (esp wide-gamut laptop users!), here is something very interesting: a patch that allows you to apply a 3DLUT to your Windows desktop environment -- ie, all your non-color managed apps such as Vegas Pro:
https://github.com/ledoge/dwm_lut
There is a .exe installer so all you have to do is download, install, and add your LUT (I leave the LUT creation to you; DisplayCal is probably your best bet). So, for example, if you're using a laptop with a wide-gamut display, you can profile the monitor with DisplayCal (ideally using an XRite 1DisplayPro colorimeter), save that as a 3DLUT targeting the REC709 colorspace, then use dwm_lut to apply that lut to the Windows environment, such that everything from explorer to the Vegas timeline to the Preview window is now correctly showing you a calibrated REC709 view.
I'm just getting started playing around with this, but as far as I can tell, it works. This is getting really close to what I think would be the holy grail of Windows color management, which would be to take it all completely out of Window's hands and have the GPU load a 3DLUT. Obviously there is the whole SDI out to broadcast monitors realm as well, for those who love extremely expensive hardware solutions.
Finally, yes, you can just load a 3DLUT into the Vegas Preview fx output for a corrected preview, but I've soured on that approach, as it leaves the timeline uncorrected (ie, your grey app borders will all be tinted, which pulls your eyeballs), and it skews your scopes.
Enjoy!