England were down and almost out after two days at Kingsmead. A near 200-run first-innings deficit was somehow turned into a lead of 377, however, and victory would probably have come but for the last 15 overs of the match being lost to bad light.
That left Vaughan and opposite number Graeme Smith to argue over who had gained most from an amazing contest.
"South Africa will think they've taken a lot out of the game," said Vaughan. "But if they really dig deep they'll understand we've put them on the back foot when they maybe should have nailed the game.
"The team who ended on top were England and we have to make sure we continue that going into Cape Town."
Given that South Africa were seven wickets down with 43 overs left, they did well to finish on 290 for eight.
Vaughan could have opted for his spinners late on but such was the light that, at the very best, only another couple of overs were likely whatever the pace of the bowling.
"Yes, we could be going to Cape Town 2-0 up, but we could quite easily be 1-1 as well," said Vaughan.
"We are delighted to be leading and we've just got to try to keep putting South Africa under pressure because we feel that when we do that we can get the better of them."
England are unlikely to make any changes for Cape Town - provided all the fast bowlers are ready for another five-day slog.
But perhaps the biggest danger is that South Africa might one day manage to put out their best side.
Thami Tsolekile looked out of his depth at Port Elizabeth and the home side would surely have lost again at Kingsmead if they had chosen him, rather than the impressive Abraham de Villiers, as wicketkeeper-batsman.
Hashim Amla's selection in Durban appeared similarly misguided, at the expense of Andrew Hall's solid batting and aggressive bowling.
It's anyone's guess what the home selectors will plump for on Sunday. Results: First Test (Port Elizabeth) - England won by 7 wkts; Second Test (Durban) - Drawn. To Play: Third Test (Cape Town) - 2-6 Jan; Fourth Test (Johannesburg) - 13-17 Jan; Fifth Test (Centurion Park) - 21-25 Jan.
