About two third down in the article, they compared vanilla extracts (look for Are all vanilla extracts the same?) Basically, they baked several batches of cookies, all alike except for the vanilla extract they used. And it turns out, nobody was able to tell the difference between the extracts, even between the real vanilla extract and the artificial kind.
Personally, I use 100% pure madagascar bourbon vanilla extract (I bought a 16 fl oz bottle that I'm still working on). Last year, I took Wilton frosting classes, and we used clear artificial vanilla extract (we need an extract without color because we want white frosting as a starter, and then eventually add whichever color we want). Both contain alcohol though.
I use vanilla extract (the Bourbon one) in all the cookies and cakes I bake: I love the color it gives the raw dough, and I love the vanilla flavor (even in a chocolate cake).