I think it depends on what caliber you're going with as well, not to mention budget. Weatherby actions (at least the Mark V 9-lug actions) tend to be built for big bastardly magnum cartridges. I'm not familiar with the Vanguard actions, or if they are similar, but the OP only said Weatherby.
I'm in the exact same boat, trying to decide whether to build a custom off my Savage M11 or Weatherby Mk5. From what I understand from people vastly more knowledgeable than I, the Weatherby action is built like a tank, triggers can usually be safely lightened to <2 Lb, and are good platforms for magnum cartridges on the bigger end of the caliber spectrum (300 Wby mag and up). That said, there is absolutely nothing wrong with a Savage action, right out of the box they are among the most accurate rifles (even setting aside the considerably lower price tag on them!), have a vast aftermarket support, only beaten out by stand-by's like the Remington M700's, gunsmithing is easy (you can replace/headspace your own barrels if you so choose with minimal tools), etc.
This recommendation has zero factual/scientific ground, but IMO if you were building a rifle up to .300 in a magnum caliber size, you'd be silly to go anything other than Savage in this case for ease of parts/smithing and price. Any of the larger/more punishing variety calibers, and the Weatherby action might be more suited for the task. Either one will make a fine rifle in any case (no pun intended), so the choice is yours.