Is there a way (or preferred method) of rendering a file in the JPEG2000 format so I can use it on a DCP? I'd prefer to keep the whole render chain within Vegas but if there's a third-party converter that will work I'd appreciate being pointed towards it. Thanks!
If by DCP you are referring to Digital Cinema Initiative Package, which is a proprietary encrypted delivery format, Vegas won't do that. A commercial post-production house may be your best bet.
Vegas will deliver unencrypted JPEG2000 in a MOV container using the Custom settings, if that helps. No idea if it is compliant with DCP specs, you'd have to provide the post house with a sample.
If you are successful, post back here. I'm sure others would want to know.
EDIT: There is a plugin available to do this in FCS.
The QuVIS Wraptor plugin is $699. http://www.quvis.com/