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So I noticed, with the exception of drop pods and fliers, that I am a player that relies on nothing but infantry with my armies. Maybe it is a habit that comes from me starting out as a GK player with expensive units so I make it count with having only infantry with maybe some dreads or the fact that when I try to implement more vehicles into my lists, they always seem to attract more fire power and they get blown to bits. Now that I am dipping more into the SM codex, I was wondering if I should start to change that because I am just doing the same as I do with my GK, relying heavily infantry for the bulk of my army. I do have an Imperial Knight that I bring but no rhinos, predators, land raiders or even vindicators, just straight infantry. I use a Thunderfire Cannon and Centurion Devastators for the bulk of my heavy fire from the back and then drop pods and LotD for advancing on my opponent. Then my Thunderfire Cannon got killed pretty quickly by a drop pod Sternguard and I was wondering if getting a few vehicles would help this or if it is just splitting hairs about whether a mechanized army is better than an infantry army. All my units have designated roles to have a well-rounded army but they all do it as infantry.

Mechanised, Pod, Footslogging and Hybrid are all good ways to play marines, with Pods probably topping that list on a competitive scale, but with the rest not too far behind. I will say that, for my money, Pods and Rhinos are among the most effective-for-the-cost transports in the game, so there is a lot to be gained by using them.

Personally, I use a mix of Pods and Rhinos in most of my codex SM lists, as I favour an aggressive style of getting up close and personal but like the more long-term utility offered by Rhinos alongside the 'go anywhere, once' aspect of Pods.

Your particular issue with TFC being taken out by Sternguard (or any DS troops) is something that more vehicles won't neccessarily solve; either they're a bigger threat, in which case they'll become a priority but you'll probably lose as many or more points instead (Preds, Vindis), or they're less of a threat and the enemy still targets the TFC (Whirlwinds). What might be worth it is including something with some CC ability to deter DS units, or instead leaving that area completely barren of targets so the SG have nothing else to target. It might be a blow to lose the TFC, but it's still cheaper than a minimum squad of Sternguard and a Pod, so you are at least up on that trade if you can force your opponent to 'waste' that unit.

As Paradigm mentioned, you can make Marines work in a lot of ways so there isn't necessarily a reason that you NEED to get vehicles if that isn't your preferred play-style.

What vehicles do help with in a Marine list is utility and threat saturation.

Rhinos/Pods bring great tactical flexibility at a dirt cheap price. Preds/Vindi's bring strong firepower on a relatively cheap and tough chassis, Speeders can bring a lot of extremely mobile firepower to bear and can minimize enemy return fire through good positioning, and Dreads can bring respectable armor and firepower to your list in a very small footprint.

The most important thing to keep in mind if thinking of getting into Marine vehicles, is that threat saturation is extremely important.

The reason your TFC gets focused and blasted so quickly is that it's one of the only things worth shooting at with anti-armor weapons. If a player brings one or two vehicles, then I am going to focus all of my anti-armor on them and they will be blasted to bits. However, if a player brings several vehicles with different capabilities and ways to threaten my army, then I am going to have a much harder time deciding what to shoot at and I may split my anti-armor fire and have a much harder time eliminating his armored threats. Basically, so long as you run an army with only 1-2 units worth shooting anti-armor weapons at, you will always have a hard time keeping those 1-2 armored units alive.

On the flip side, a mostly infantry force like yours would be an advantage versus an opponent with a heavy investment in anti-armor weapons because anti-AV units are going to be suboptimal for killing your masses of infantry. So there is that.

If you are concerned about melta pods and the like, then it is very easy to bubble wrap important vehicles with your troops and cheaper vehicles (read: Rhinos).

Like I said before, vehicles are not a requirement to succeed with Space Marines, but they definitely give a Marine commander options that an infantry-only army does not have.

I haven't looked at it that way and the guy did waste his Sternguard pod with Tiggy because they were relagated to the corner of the table without doing much. The only reason why that Sternguard even just eliminated the TFC so quikcly is because they were shooting melta at it with ignores cover from the divination power from Tiggy. Then their combi-meltas were all blown with them not really able to do anything else.

I see what you mean though, I would need to almost overall everything in order to make the addition vehicles worthwhile in my list and my particular playstyle won't exactly support a large addition of vehicles in my list aside from drop pods and fliers. I was thinking of using a whirlwind in addition to my TFC but the more I think about it and the more I read about this, I am thinking of just adding a second TFC to the list and keeping them separate to force them to choose which to take out.

And I definitely prefer drop pods over Rhino rush. I have had a bad time with Rhinos which is why I went with DSing GKs in the first place so it was natural to go towards a drop pod heavy Imperial Fists with heavy firepower in the back. I also like LotD for DS so that is my playstyle really. I like DS and I like firepower from the back. The only thing I was thinking of adding to the backfield was maybe a Devastator Squad to compliment the Centurions and possibly another TFC but when I was doing this, I was considering if I should make those vehicles instead but I can see if I did that, all their anti-armor would do what they did to the TFC so I should go ahead and just make them more infantry then.