While I try not to use them too often, vampires are easily one of my favorite creatures to throw my PCs against. They can have complex morals and motivations. They could still run on a draconian law or mentality that they refuse to release. They could be privy some secrets that influences their decisions, giving them insight that makes their seemingly wrong decisions gray. They can use clever lies or honeyed-truthful words to sway others into a decision. They can also be feral- either switching from civil to monster in a flash or always being that instinct-driven beast.
The versatility and their easily hidden but still complex motives make vampires my favorite creature in DnD. This can also apply to many creatures that share a vicious but mindful duality, creatures such as mind flayers, beholders, and driders.
(also they can be a player race, which adds to their potential complexities and fun)