Where do the dashes or parentheses go for this example? "Vincente considered. "Well,...I'm not so sure about that."
I'm assuming that the quotation marks prior to the word Vincente are a typo, and that Vincente, the person doing the considering, is also the one saying he's not sure. So proceeding on that assumption, I think using the dash is your best bet, and here is why. Parentheses are usually meant in a sentence as an indicator that non-essential information is being provided, information that, while possibly of interest, warrants only a casual mention:
Bono, the lead singer of U2 (also known as Paul Hewson) does a great deal of humanitarian work in Africa.
However, the same sentence replacing the parentheses with dashes serves to ratchet up the importance of the appositive by creating sort of an abrupt pause prior to and after the appositive:
Bono, the lead singer of U2--also known as Paul Hewson--does a great deal of humanitarian work in Africa.
Now, to return to the sentence in the original question. It appears that Vincente has something on his mind, as he is considering, or thinking about said issue, finally responding that he's not sure. By virtue of the fact that he took the time to think about, or consider whatever is being discussed, we can assume that the stronger emphasis associated with the use of the dash would provide the evidence that Vincente is choosing his words carefully. Dashes are used to set off closely related parenthetical information:
Vincente considered. "Well--I'm not so sure about that."