I just purchased a Canon XA10 and want to know the proper settings in Vegas Pro 11 for editing Canon's 30pf which is 30 progressive in a 60i wrapper.

Does anybody have experience with this and some good advice? (I already know the pros and cons of shooting 30pf vs 60i or for that matter 24p or 24pf so info on that is not what I am looking for).

Can you not just drop it onto a 1080i/30 timeline. 1080PsF/30 is designed to look like a 1080i/30 stream, - the difference in frame segmentation is not relevant to the editor in timeline mode as it will combine the odd and even frames when required.
When you are ready to export the edited sequence, you should use a pure progressive codec setup, which will combine the half fields back into pure progressive video.