In a mixer bowl, stir together warm milk, yeast, and sugar. Let sit 5–10 minutes until foamy. (You don't actually have to let it sit, but it helps to ensure the yeast is alive if you wait and make sure it's foamy.)
Add eggs, softened butter, vanilla, and salt. Mix. Add flour 1 cup at a time.
Knead with dough hook (or by hand) for 8–10 minutes until smooth and elastic. Dough will be soft but not sticky. To knead by hand: push the heel of your palm into the ball of dough, stretching it away from you. Lift the far side of the dough up, slightly stretch it upwards, then fold in half back towards you. Continue rolling and folding for the mentioned time.
Place in a greased bowl, cover, and let rise in a warm spot 1 to 1½ hours, or until doubled.