I have one entire Save that was dedicated to one Vampire family & it has just grown with the addition of Spellcasters, & now Werewolves so it's a full on Rotational Save at this point.
But for me, I created my own vampire lore, & started writing Simlit. So vampires felt more fun with more to do as I had a storyline in mind. Not sure if I'm explaining that well, but similar to what @GlacierSnow said. But as far as activities go....my vampires do the same things that my other Sims do. They paint, write novels, etc. They go to work...my vampire founder is in criminal career. But my vampires that are more evil...wreck havoc on other Sims...I have two vampire families that are enemies so there's constant fights with them in their quests for more power. I just use my imagination, have a story in mind, & let the game drive as well