A small extra bit of information... Even though many VFO circuit descriptions, as you say, make it a point mentioning the 'cleanliness', by far most mixer circuits then proceed to convert the sine wave into something horrible :)
Mixers, in order to function as such, must be non-linear. Ideally, they should multiply both input signals, and produce neat sum and difference frequencies. In practice however, most mixers only approximate that behavior. An extreme example, is the digital mixer which just inverts the input signal (using analog switches) at the pace of a digital signal (the VFO).
As Phil told you, many harmonics are present, so it's up to the designer to include the necessary tricks to avoid those extra frequencies having a bad effect.
More important than the harmonic content of the VFO, is something more difficult to measure. As most analog sine oscillators use amplifiers (transistors or integrated circuits) to oscillate, thermal effects in those semiconductors introduce modulation onto the carrier frequency. This makes the VFO not generate one clear sine, but rather an AM and FM modulated one. Depending on many factors, the Q factor of the resonator being probably the most important one, this noise can cause much more problems than harmonics.