I use SxS clips but if I wanted to record something from another video source, what would you suggest?
I am not familiar with the term "SxS".
If you wish tp capture video directly from a camera or VTR playback; "File> Capture video" and choose the compatible device.
SxS is a Sony proprietary Flash memory card system used in various pro/prosumer Sony camcorders.
The highest quality source would be using an external recorder such as an Atomos and recording to either a high bitrate ProRes or ProRes RAW format (if both recorder and camera support it, such as with the Panasonic S1H and the Atomos Ninja V). However, Vegas does not currently support ProRes RAW, and the file sizes are enormous, so best to stick with ProRes for now.