I use a teflon foot to sew with vinyl and the only time I ever have a problem is when I'm trying to sew too many layers of vinyl together. Any more than three layers and it's a problem. I love using it on bags to add a little bit of contrast or as a stronger material to use with magnetic snaps. I've also gotten some really nice textured vinyl at Joann that I've used for cosmetic bags and change purses.
Lynda