For a short show, in the past I used uncompressed avi files with the same frame rate and resolution, HOWEVER, those suckers get big fast. One of the favorites in the sony vegas forums in the past was cineform as an intermediate format, but I have not played with video much recently (too many other irons in the fire currently). MP4 also works well as long as you make sure your video input to Sony Vegas and the output format are the same. That will avoid recomressing except where you are adding or making changes.
You can't have too many gadgets or too much disk space !!
mikey (PSP6, Photoshop CS6, Vegas Pro 14, Acid 7, BluffTitler, Nikon D300s, D810)
Lots of PIC and Arduino microprocessor stuff too !!