I'll write a blog post about a recommended setup soon. Indeed there are some configuration required for getting all the features working, and they aren't really well-documented now.
To go with this, I would be incredibly happy just to find a complete guide for Webpack + Babel + TS + Vue. The last time I tried I could never quite get anything put together all the way.
I used already configured template for such setup: https://github.com/AbeHaruhiko/vue-webpack-typescript
The "feature" I'd like to see most is a "perfect setup" guide (or maybe auto-detecting-and-helping logic?) detailing what's required to get all the features working. Currently for example I don't get HTML/CSS formatting, even though it was featured in 0.6.0 changelog, but I have no idea why :-/ . Got this feeling a few times with vetur as well as other linters: things work, but maybe not 100%, and it can be opaque to dig deeper: is it due to vscode misconfiguration? vetur misconfiguration? missing tooling? I don't know.
EDIT: these TS-dependent auto-completions look fantastic. I'm planning to migrate my current Vue project to TS, but for now it's just JS. Do you have any recommendation for Vue2-with-TypeScript documentation? Or, even better, a JS-to-TS Vue2 migration guide?