In medium saucepan, combine sugar, margarine, milk and cocoa. Cook over medium heat, stirring constantly, until mixture comes to a rolling boil. Continue to boil one minute, stirring constantly. Remove from heat. Add oats, peanut butter, peanuts and vanilla; mix well. Drop by heaping teaspoons onto wax paper or foil; cool completely.Store on a plate covered with foil or plastic wrap, in a cool dry place.