Heat oven to 375°F Spray 13×9-inch baking pan with no-stick cooking spray. Combine cereals, pretzels, and nuts in prepared pan. Set aside.
Combine brown sugar, butter and corn syrup in 2-quart heavy saucepan. Cook over medium heat, stirring constantly, until mixture come to a full boil (4 to 6 minutes). Remove from heat. Stir in vanilla and baking soda. Pour over cereal mixture in prepared pan; toss to coat.
Bake for 10 to 15 minutes, stirring every 5 minutes, or until coating is set. Remove from over; stir.
Spoon cereal mixture onto aluminum foil or large ungreased baking sheet. Cool 10 minutes. Break into pieces. Store in container with tight-fitting lid for up to 1 week.