It often starts with a shock or surprise at the mpreg situation. Then, they gradually learn to rely on each other more. For example, Vegeta might start to show a more caring side that he usually hides, and Goku might become more responsible. They'll have to communicate more, sharing their fears and hopes about the future with the baby.
Well, if they were brothers in a fanfic, it could change how they interact with the other characters. Maybe they'd have a deeper understanding and fewer power struggles between them. Also, their family background and upbringing could be explored in new and interesting ways.
It's a bit hard to say for sure. Both Vegeta and Goku have their moments of strength. Goku has some unique powers and techniques that give him an edge at times, but Vegeta is no slouch either and constantly works to catch up and surpass Goku.
Generally, Goku still holds the edge over Vegeta. Their power levels fluctuate, but Goku often achieves higher peaks of strength and unlocks more powerful forms first.
In some fanfictions, Vegeta could be under the influence of some external force. Maybe an evil entity has convinced Vegeta that kidnapping Goku is the key to achieving ultimate power. Vegeta, being power - hungry as he is, falls for it and kidnaps Goku. But later, he realizes his mistake and has to make amends, which can lead to an interesting story arc of redemption and friendship building between the two Saiyans.
One common theme is the evolution of their relationship from rivals to something more. They start as two Saiyans constantly trying to outdo each other, but in the fanfiction, they gradually see each other in a new light.