Bungie stated that the vanguard change would be in a future season. Only need to cash in your crucible at the moment. they will also inform us when we need to worry about the others.
I'm saving mine. They have not said anything about vanguard tokens being taken away yet, it's slated for a future season.
Good chance there will be a slight change to the world drops and you could potentially get a new roll by saving them.
You might as well. They'll probably suffer the same fate as Crucible Tokens, and I doubt Bungie will put the drops back to how they are. Makes you wonder what's going to happen to Iron Banner and Trials since those are the only two relevant and obtainable Tokens left in the game.