Majority of my experience is indust. So all I use are 4x4 and 411/16 square steel work boxes and some old work boxes on drywall for offices.My question is for a bathroom vanity light install from scratch is it typical to set a octagon box in the wall

For the light, yes but its attached to a spanner strap so you can center in above a fixture.

I like using a 1900 Box with a ceiling ring. More room.