Split vanilla beans first lengthwise, then in 1/2 inch pieces.
Put in a bottle, add brandy and sugar, and shake *very* well until the sugar has dissolved.
Now leave the mixture about 1 month so that the vanilla flavour has time to develop properly.
After one month you can strain the liqueur so that the vanilla particles are removed.
The vanilla liqueur keeps a very long time.
To serve you have two possibilities: either use the liqueur as it comes out of the bottle, or mix with half'n'half or whipping cream.
The latter doesn't keep too long though, it should be used in the next days (or right now).
You can also pour a small amount of the liqueur in a glass of milk as a kind of alcoholic vanilla milk.