First, you need a 20 amp circuit (12=2) from the panel JUST for the outlet.
Your lighting circuits will be seperate. Here (AZ) we can use 15 amp (14 ga wire) for lighting.
The standard method would be home run from panel (or 120 feed from closest source) to a 3 gang switch box. (sconces/vent light/vent fan)
From the 3G sw box, run a 2 wire to the first, and then over to the second sconce.
Again from the sw box run a 3 wire to the vent/light. Black wire light, red wire vent. (you could also use 2, 2 wires...you will have an extra white)
If you are switching you sconces WITH your light on the vent/light, substitute 3 gang box with 2 gang box. Run the switch legs as described and tie them together in the switch box.
I am assuming you are using NM or "Romex".
Use plastic boxes, don't cut your wire too short and TIGHTEN your wire nuts.
Avoid running power to the light/vent and dropping the switch leg from there as in your origibal plan. You want as little "make up" as possible in the vent fan or lights.