Vanguard? Just blast into their faces with Charge and shotgun them to death, because even if they have shields or armor, they'll get staggered. Then quickly retreat before their allies kill you, or proceed to shotgun all enemies to death. A point-blank shotgun blast deals crazy damage, though you'll want to be careful when facing krogans. Alternatively, SMG them to death from a distance, while bothering them with Pull and Shockwave. Or you could just wait for them to get closer and then blow them across the room with your shotgun.
Basically, Vanguard is all about getting in peoples faces and killing them rapidly. It's the closest you can get to a melee fighter in ME2.