I have finished creating the logo, as well as a few alternatives to the logo.
I chose the first one. I went ahead and created the full logo, including the text.
The 3D text was very easy to create. I used the technique described in this tutorial on youtube:
Playing around in the Blending options I managed to add some spots to the text so it combines better with the picture of the cheetah.
The logo being done, I went ahead and researched into Sony Vegas techniques. There are many websites on Vegas tutorials on the Internet. Some of my favorite, that I checked recently are: http://www.aquul.com/tutorials/vegas-pro/ ( here I learned how to make explosions, etc..) ; http://filmmakeriq.com/2009/10/303-sony-vegas-tutorials/ and on their official website: http://www.sonycreativesoftware.com/support/trainingvids.asp?prod=vegas
Aquul is a Youtube user who uploaded some very useful videos. He has all kind of stuff for Vegas Pro, including templates and tutorials on intros.
Here is a tutorial I’ve seen on how to make an intro: