I don't have the vampire expansion but for the welcome wagon I always go into build mode as soon as I move in and give the lot the "private dwelling" trait. It seems to work well for keeping the welcome wagon and visitors at bay. Another thing that I've found works well is to build your home in Newcrest where nobody lives near your house. (If there's no neighbors, then there's no welcome wagon). You can always just click the x at the beginning or wait for them to leave, but both leave a slightly negative relationship with your neighbors which isn't exactly ideal most of the time.
