What’s going to be my easiest path to bring a vector image from Photoshop thru to Sketchup and create an object?
Look at the export options available to you and compare them to the vector import options you have available in SketchUp.
Which would require the least amount of cleanup and tracing?
Hard to say exactly. A vector import would result in actual edges in SketchUp while a raster import would require tracing.
Ok, my best bet would be to import a dxf or dwg?
Yes. If you can generate a DXF or DWG.