For free stuff, go here:
http://www.detonationfilms.com/

You'll have to poke around the site a bit. They have free stuff here and there, as well as other stuff you can purchase.

Here is an example I helped my son with for a school project (about the Hamilton-Burr Duel), using a free clip from detonationfilms.com:




Here's a program (that costs money) for doing special effects like muzzle flash, light sabres, etc:
http://fxhome.com/effectslab/pro

This program doesn't work inside Vegas. Instead, you take the clip you want the muzzle flash on and open it in EffectsLab, do your effects work, then render it out, then go to Vegas and use the modified clip.