I started looking at the Vance family lines that emigrated to Australia in the 18th and 19th centuries, using the Public Family Trees on Ancestry.com. While this is a completely non-scientific poll, a lot of current research tracks back to the same fifteen original immigrants. I'm sure these are not the only Vance immigrants into Australia, but they show up on the most number of well-researched and well-sourced public family trees. So if you are researching a Vance family line in Australia, you may well find that the trail leads back to one of these immigrants - and know that you have a good shot at connecting with other genealogists who have followed these families before.
One interesting common link between these fifteen immigrants is that they ALL came to Australia from Ireland or England, meaning the origin of these Vance families is very likely to be the same origin as the US Vances of Irish descent. Have any Vances in Australia done Y-DNA testing?
(Tip: if you're going blind trying to read the table below, click on it to see a bigger version. If that still isn't big enough, right-click on it and save it as a JPEG on your computer, then open it with your favorite picture viewer!).