any of DV codec may be suggested: panasonic,matrox,mainconcept
this practicaly the same as internal vegas codec.
more advanced of them is mainconcept 3.09 prodv codec

DaLiv is incorrect. These codecs are NOT the same. Multiple tests have been done my myself and many others related to the Vegas codec. The only similar codec is the Canopus, and it's a slower render than the Vegas codec. MainConcept is close but it doesn't hold up as long as Canopus or Vegas. Interestingly enough, Canopus' codec is a derivative of the original Sony codecs that Vegas DOESN'T use.
Most of us render out an uncompressed file for best results into AE, that's also the official recommendation. You can also render out to various sequential formats such as tga, png, etc via Quicktime. These work well too.
So...if in AE going TO vegas with new footage, render to either sequential or uncompressed. From Vegas to AE, render uncompressed, and bring back the same way.
Given that the codecs are so clean, you'd likely not notice a difference going through the 2 recompressions, but it's generally accepted as best that you avoid as many recompressions as possible. It does slow the final render down when you have to compress uncompressed footage, but at least it's only being compressed once.

try to use frameservers - without rendering to real file you pass data to another applications