This isn’t the easiest question to answer because grocery store offerings vary by area. We also don’t know what base you’re looking for, whether you want bagged or loose, or want a plain vanilla or any tea containing vanilla- even if it has other flavors in it. So I’m going to go with good, but extremely basic. Bigelow’s French Vanilla black tea is a REALLY good bagged vanilla black tea and it also comes in decaf.
I found Harney & Sons Vanilla Comoro (black decaf w/vanilla) at my grocery store and it is wonderful. I have tried Stash (bagged) teas, which are commonly sold at grocery stores, and found them to be underwhelming.
I vote for Bigelow French Vanilla, or maybe Yogi’s Vanilla Hazelnut tea (I know you only asked for vanilla but this is good too). If you want just vanilla still Bigelow French Vanilla.
I also found Bigelow’s French Vanilla to be decent (the Caramel Vanilla is even better). You can also try adding a bit of real vanilla extract to unflavored tea after steeping.