tabix
is the best tool to extract regions of interest from vcf files
bgzip my.vcf # tabix works on block compressed data only (output my.vcf.gz)
tabix -p vcf my.vcf.gz # index vcf file
tabix my.vcf.gz chr1:1-1000000
See other options of tabix http://www.htslib.org/doc/tabix.html