You can change the settings when you import the video from the camera onto the computer. I do this so it automactically breaks the video file down into scenes. I dont know if you can do it on sony vegas pro

I think you can do it with the video capturing program sony vegas has if you got it from your camera. Otherwise I dont think it's that hard cutting it your self.

"Imperfection equals Realism"

Yeah, you can have it capture each scene as a different clip.

I use the Sony Picture Utility that came with my camera to capture HDV. With that, you just click a checkbox on the settings menu, "Start a new video file at each recording start point."

If you import DV using the Sony Video Capture utility (the default DV capture program that comes with Vegas), open the capture utility and go to Options > Preferences, click on the 'Capture' tab, and make sure the check box at the top of the screen ("Enable DV scene detection") is checked.

If you want to capture HDV with the internal HDV capture that comes with Vegas, click Preferences on the top left, scroll to the bottom of the list, and put a check in the box for "Enable HDV scene detection."

Is there a way to break it up into clips once I have already captured the video?

A quick Google search found this:
?url? http://www.avs4you.com/Guides/How-to-split-video-using-AVS-Video-ReMaker.aspx?/url?

I don't know how good of results that will give though.