Just Wandering what is the best program for making a vector, also a link to a quick tut would be nice.

Depends do you wan't to work in it professionally or it will be just for learning...

There are two mayor players in vector art:

Adobe Illustrator and Corel Draw, both of them are very good programs for vector art, while Corel is more 'easier' to learn, if you're asking me.

You can find tutorials on YouTube.
-----
But, if you are short on cash and you want to learn through freeware stuff, InkScape is your thing.

I'm personally using Adobe Illustrator CS6. And it's better than expected and fairly easy to use when you first get the hang of it.

Been working in it for a year now and I learn new stuff every day, really recommend this software if you can afford it.

Some of the stuff I've made in it:

http://forum.toribash.com/showthread.php?t=397879
http://kristensendesign.deviantart.com/gallery/36971797

If your willing to spend Money Adobe Illustrator
If you want something free go with Inkscape or Gimp i prefer gimp over inkscape but inkscape is specifically for vectors