I did it! I did it! I did it!
What did I do? Well, I started designing a program that breaks into your VEG files, detects all the active media, and then exports that project and all of it's media dependencies, faithfully copied into one organized directory! It's called VegBun (think, Vegas Bundle). What's that you say? You've got nested .veg files in your project and you want that source media too? No problem, VegBun does this automatically, and that's a feature Vegas won't even give you (yet). I'd like to thank my deep love for Sony Vegas and a Big Gulp from 7-11 for making this possible.
Download VegBun Beta 1