Vickers was born in Bishop Auckland, County Durham, and played football for local non-League club Spennymoor United. He began his professional career at Tranmere Rovers, where he forged a reputation as one of the classiest defenders in England's lower leagues. At Tranmere he was part of the side that won the 1989-90 Football League Trophy. He subsequently played in the Premier League with Middlesbrough, whom he joined in 1993, winning the club's Player of the Year Award for the 1993–94 season. He was loaned to Crystal Palace in 2001, then to Birmingham City later that year. Whilst at Middlesbrough he played in the 1997 FA Cup Final.