In a large, heavy saucepan, cook sugar, baking soda, buttermilk, and butter to soft ball stage (240° F on a candy thermometer). Stir frequently while cooking. When mixture reaches soft ball stage, remove from heat and beat until mixture lightens in color and thickens, about 5 minutes. Stir in vanilla and pecans. Drop by tablespoons onto a greased baking sheet. Allow to cool completely and harden -- at least 12 hours.