The 3D option in Illustrator is a great tool for rendering quick 3-Dimensional shapes for your design work. First we are going to make a solid vase shape. Then, we are going to edit it to make it a hollow 3D vase, so you can see how to do a live edit on a vector 3D object in Illustrator.
Create a new illustrator document, to the size of your choice. Then, select your pen tool, and pick a nice gray for your stroke color, and make sure there is no fill. We are going to use the 3D Revolve option, so we need to create a shape that is half of what we want. The way the program renders, you need to make the right half of the round object that you want to make. I am going to do this “wrong” first, to make it solid, then we will fix it. Create a shape roughly the shape of the example. When using the pen tool, and you want to make a shape change in directions, hold the option key and click the point. It will change the point from a round one to a square point.
Then, with the shape selected, go to Effect> 3D> Revolve. Hit ok and you should get something like this.
Then, take your Direct Selection Tool, and click on the shape that you just created. The best part is that you can still manipulate the points of your shape! Now select the pen tool and add anchor points, so that you can move them and make your shape hollow. This makes it easy to get the shape and results that you want.
Adding anchor points and converting certain ones to smooth and others to corner will help you make the shapes and contours that you want. From here, you can copy this object and paste it into Photoshop as a smart object and apply effects to it. From there you can make it look like glass, or many other effects.