I have yet to prove it to myself comparatively via experimentation, but the common consensus is that a vigorous primary fermenation can blow some of the delicate flavours and aromas right out the airlock with the CO2. Some people like how it mellows through primary, some people prefer to add it in secondary and some people hedge their bets and add some at primary and again at secondary. It's like the same old argument when making mels, whether to add the fruit at primary or secondary, and whether to stabilize first or not... I prefer my fruits to be fermented in primary because fermented fruit tastes different from juice (think grape juice vs. wine), but that's my personal taste.
I like using cinnamon sticks and I'll often drop them in for primary and then shake the yeast off and transfer it over into secondary. I've done vanilla beans both ways but in very different batches that don't compare well, some folks have found that the little vanilla seeds in the beans can end up in the airlock, riding on the foam from fermentation, I think I just left the beans whole when I've used them in primary.
You can always a traditional must, and separate it into two containers, ferment one with spices and the other without, then add the same amount of spices to that one in secondary.