How to wire multi-control rocker switch
Typically you'd run 14/2 to the vanity, and 14/3 to the fan/light combo. 

In the switch box, 


Connect all the grounded (neutral) conductors. 
Connect all the grounding conductors.
Connect the ungrounded (hot) conductor from the vanity to the switch.
Connect one of the ungrounded (hot) conductors from the light/fan to the switch. 
Connect the other ungrounded (hot) conductors from the light/fan to the switch. 


If you're dead set on running a single cable, you should be able to find 14/4 or 14/2/2 at your local electrical supply shop.  The big boxes might actually carry 14/2/2, but I haven't specifically looked for it lately.   Just remember if you use 14/2/2, you'll have to mark the repurposed neutral so future electricians know it's used as an ungrounded conductor.

As more and more locations adopt the 2011 version of National Electrical Code, you should start seeing 4 wire cable becoming more common and more widely available.