Where can I find vignettes to separate sections?

• You could use an ornament font such as adforn, webomint, fourier or pifont, which have been mentioned here: Free ornaments font.

• Regarding integration, have a look at

  • End of paragraph with ornament
  • Paragraph breaks with asterisks

  You could adjust the solutions there for separating sections or subsections as well.

These are called ornaments. You can define an environment and use them automatically as follows:

\documentclass[12pt]{article}
\usepackage{fourier}
\usepackage{lipsum}

\begin{document}
\newenvironment{Section}[1]
{\section{#1}}
{\vspace{12pt}\centering ------- \decofourleft\decofourright ------- \par}

\begin{Section}{Test}
\lipsum[1]
\end{Section}

\end{document}

After looking to Jiannis and Stefan answers I just decided that the best option is to do it manually with some macros. I post my "solution" to help others:

% Nice ending for sections and subsections

\newcommand*\myhrulefill{%
   \leavevmode\leaders\hrule depth-2pt height 2.4pt\hfill\kern0pt}

\newcommand\niceending[1]{%
  \begin{center}%
    \LARGE \myhrulefill \hspace{0.2cm} #1 \hspace{0.2cm} \myhrulefill%
  \end{center}}

\newcommand*\nicesectionending{\niceending{\aldineright\aldineleft}}
\newcommand*\nicesubsectionending{\niceending{\aldinesmall}}

After this is defined, I just use \nicesectionending or \nicesubsectionending wherever I want. It is not as good as done automatically but as Yiannis said, it will be more typing and very easy to mess up the code.