Our local supplier(CED) carries a vinyl box that works great on vinyl siding.The box is UL approved and is different than any other box I've ever seen.You don't have to use any other box with it just drill out of the outer wall plywood or gyp board,it works on lights and recptacles,just make sure you line up the holes to mount the recept. in matching all other boxes,level box and you mount your screws and your done.The only downfall is some electricians place there GFI's outside and with this box you can't not deep enough for the device but if you plan right it sure saves you alot of time I'm unsure who makes them but I'll check tomorrow and post maybe they have a site on the web.
Another real neat Arlington product is their EMT bushings, that fit right on to the ends of sawed off EMT. They can be used on communication & data conduits. After using EMT connectors with insulating bushings and switching to these, you'll notice a significant change in your wallet. They're cheap, easy, and work great. . Arlington #EMT 050 through #EMT 400