I think it depends on your project, and what you're using the Vectors for.
If you project is purely openFL, and this code won't need to every be compiled without openFL (like in server code for example) then go ahead and use flash.Vector.
However, for max portability, if there will be cases where you won't be using openFL, then use haxe.ds.Vector instead.
I am unsure if a flash library expecting a flash.Vector will/can cast a haxe.ds.Vector automatically and just work, so that's another thing to keep in mind.