Hrm...From my understanding, Photoshop should allow you to keep it in vector as a smart object. Editing would be limited until it is rasterized, but it would rasterize to the largest resolution allowed by the image that you are working in.
I am trying to test it out without pasting directly from illustrator though, and I can't seem to bring in a vector without it rasterizing. Even "Open as Smart object" is not working for me. It opens as a smart object, but a raster one.
I guess what I would do as "plan B" is set the vector at a very high resolution and the exact size or bigger than needed for the marquee and side art, and then paste the high rez images into your artwork.