operation Link list Vector
insert O(1) O

remove O(1) O

clear O

O(1)
find O

O

sort O(n^2) O(n lg n)[assuming merge sort]
Which means that if your dealing with larger groups of objects that don't neet to be sorted use a Linked list. If you have a small number, use a vector. If it has to be sorted, use a BST (set).
BST are logrithmic time, no copy overs required. You do pay a system pentalty when memory is allocated or deallocated, but the time saved saved on the search and sort make it worth wild.
I quickly did the chart counting iterations, expressed in Big Oh notation. It of course doesn't take into account system resources (memeory) or system dependant tasks (memory allocation) as it is irrelivent as n(size of job) appraoches infinity, and is varible from system to system. I like linked lists because the pointer manipulations are more interesting then indexing. If you disagree with the Oh times on my chart, I'd be happy to tell you why and how I got them.
Moreover, the copy back (everytime you run out of space) takes more memory than the byte that holds the address of the next item. Since you typically find before a remove, and don't have to copy the items over the Big Oh times are quite comperable, unless you begin talking about a sorted vector (which screams BST to me) and divide and conquor implementations.