I'm using VEP to annotate variants in VCF files. In the analysis of the results I want to select only the protein coding transcripts. Should I look at the field "consequence" added by VEP?
I don't have a biological background and I didn't find any answer when searching on the internet until now.
I usually run VEP with option "--everything". In the results you can see the consequence for each overlapping transcript. You have to carefully parse the results, which is a bit complicate when there are multiallelic variants. There is a field for transcript-biotype named "BIOTYPE" and another field for the transcript ("Feature"). Just set a filter for BIOTYPE to be "protein_coding". 

Alternatively, you may preload a list of protein-coding transcripts (you can get them from Biomart), and see whether the transcript in the "Feature" field is within your list.
BTW, I would also recommend not to use all the protein-coding transcripts but only the ones that are more reliable (e.g. with CCDS or APPRIS support).

[edited to correct a detail]