You can buy Vista online and get it as a digital download, but I think (not sure, never used this system, but based on what I've heard....) you might need an existing Windows box to actually perform the download and then burn the Vista installation DVD into a format that BootCamp will accept as a Windows install disc. Might be easier to just order the OS in a standard physical media box.
You can get Vista (or XP) at a substantial discount if you buy the OEM version (Newegg sells them), the catch being that you're only licensed to run that copy of Windows on one system ever, so if you upgrade your MacBook Pro in a few years you'd need a new Windows license for the new laptop. If you want to buy XP, you better act fast because they're going to stop selling it in a few months.
I've run both Vista and XP on a MacBook (the black higher end non-Pro) and both work pretty well.


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