I implemented vecort based sprites using regular Java2D Shape objects (Polygon actually)
I have a basic game that works entirely with Shapes to draw the level and the sprites.. I posted the source code here a couple weeks ago but nobody commented on it - I guess it sucked too bad
. I would write a loader for wmf or SVG that returns a Shape - but I guess that is ultimately what you are asking about.
I should get it into a WebStartable Jar and stick on a website. i intended to use the code base as the starting point for some tutorials here. Basically I will be learning some as I go as well.
BTW, I don't think this is necessarily the best way to do vector sprites... I started this way because it was the easiest.. I will optimize as necessary.