I guess it's worth me going into more detail here...
My campaign has only one creature that could be considered a true god by D&D standards. The rest are very powerful but mortal creatures that were imprisoned beneath the surface of the world eons ago. Many of these demigods/immortals were creatures I made up. But I like Gruumsh and Vecna a lot, so they got their place among the ranks of the imprisoned. So this Vecna isn't really the lich from Greyhawk -- it's sort of an alternate universe version of Vecna.
In general, my campaign setting is balanced around the concept that mortal advancement ends at 20th level. Someone can advance beyond that, but it requires a special feat to become an epic-level character. The imprisoned immortals are probably comparable in power to a great wyrm red dragon or a powerful titan -- they're definitely not D&D standard gods.
My first inclination with Vecna is to create him as a 20th-level lich wizard, which would certainly be enough to put him beyond the range of the current range of PC levels. However, I'm not adverse to giving him epic levels as well, since his never-ending search for power definitely puts him beyond mortal range. In terms of D&D stats and Vecna's history, I guess I'm looking at him somewhere at the beginning of his ascension to divinity for reference.