As Thorny said, Milnor's axiomatic definition seems to be precisely the best way of proving that different definitions are the same. The main point main main thrust of his "definition" is the proof that any invariants that satisfy these axioms must be the same as Stiefel-Whitney classes. In his book, they connect the two notions I describe below and andas well as the Steenrod-squares definition. They should also serve to prove that all the definitions you talk about are the same.
To solve this, think of the vector field as a map $S^{n-1}\to \mathbb R^m$ where m is the dimension of your bundle (you can assume that the bundle is trivial over the ball $B^n$ since the ball is contractible). Since the vector field is supposed to be nowhere zero, you can think of this as a map $S^{n-1}\to \mathbb S^{m-1}$$S^{n-1}\to S^{m-1}$. If $n<m$, this map is always nullhomotopic and always extends to the ball. If $n=m$, you get an integer, the degree of the map, which tells you if you can extend. Since you get an integer for each degree-nm cell of the CW-complex, you get something that looks like a cohomology class in $H^n(X)$$H^m(X)$ (of course, you need to verify separately that it actually is one, and if you are precise enough, you'll see that these integers only make sense mod 2). This is the Euler class.
If you wanted to construct two linearly independent sections, first construct one up to the $n-1$-skeleton (which is always possible). Now, let's start making the second one. You might as well require the second section to be orthogonal to the first. So, in the extension problem, you'll have a map $S^{n-1}\to \mathbb R^{m-1}$ where the $\mathbb R^{m-1} \subset \mathbb R^m$ is the subspace orthogonal to the first section. Since it also can't be zero, it's really a map $S^{n-1}\to S^{m-2}$. The rest of the argument is the same; you get a class in $H^{m-1}(X)$.