Browsing the Silmarillion Confessions blog. I came across this:
Certainly made me chuckle, even though researching my next entry on Míriel is making me see poor Indis in a new, far more sympathetic light. Really she was in a no-win situation with Finwe & Son, and would probably have been better off staying up her mountain and singing hymns of praise to the Valar or whatever it is Vanyar do all day. (I´m serious. Noldor make stuff, including weapons, jewellry and a whole lot of trouble. Teleri build ships, and presumably go fishing. Sindar commune with the forest and get hitched to strange Maiar after looking into their eyes for decades. The rest of the Moriquendi are presumably occupied with the business of survival. What in Arda are the Vanyar for, apart from marrying high kings of the Noldor and annoying Feanor?)
Tolkien's Women 
It’s funny because most of us have had the same thought. I think the Vanyar exist mainly as a literary device, to reinforce the sublimity of Tolkien’s conception; of just how lofty (and how far removed from our current grimy lot) the highest aspects of human potential are. It’s like writing a really detailed account of the exploits of a troubled, but incredibly talented football team, call them the Noldors (or Noldor United), that achieves athletic feats most of us can scarcely imagine — and then adding as an aside, “yeah, they were the ‘B’ Team, the backups, in the town they came from.”
“You think the Noldor are grand and heroic?; Well, there’s this whole other folk of Elves above the Noldor, who are so sublime I’m not even going to tell you anything about them.
“And the Valar are far above *them*.” 🙂
This is actually a question that’s bugged me for years, along with another question: If the Vanyar sit around singing hymns and being pretty all the time (or whatever) how in Arda were the hosts of the Vanyar any use at all during the War of Wrath?
The only personally satisfactory theory for this I’ve ever come up with is even more obscure than usual. In Smith Of Wooton Major, when Smith visits Faery, there’s a passage that reads
“He stood beside the Sea of Windless Storm where the blue waves like snowclad hills roll silently out of Unlight to the long strand, bearing the white ships that return from Battles on the Dark Marches of which men know nothing. He saw a great ship cast high upon the land, and the waters fell back in foam without a sound. The elven mariners were tall and terrible; their swords shone and their spears glinted and a piercing light was in their eyes. Suddenly they lifted up their voices in a song of triumph and his heart was shaken with fear, and he fell upon his face, and they passed over him and went away into the echoing hills.”
Assuming that this refers to Valinor (which is not my own conclusion, but one I picked up from Michael Martinez’s essay “Have you been to Valinor lately?”) then even in Valinor, there is need for warriors. Whatever this distant war is on the Dark Marches, it seems reasonable to conclude that it may be this war the Vanyar have been fighting, that made them seasoned warriors at the time of the War of Wrath. Rather than being concerned with making things, as the Noldor are, or with the physical aspects of Arda (music, the sea and forests, etc.) as the Teleri/Sindar/third division of the Elves are, they’re concerned with the spiritual nature of Arda and the wars of the Valar against the Darkness. So they likely do a great deal, but aren’t really involved in the more everyday lives of the Noldor and Teleri and if anything are more involved with whatever the Valar are busy with, defending and maintaining Arda.
Still vague, I know, but it’s something.