Vampires are suave, experienced, and smart. They figure what adventurers are going to try, b/c others have tried to kill them and failed.
They have thralls everywhere, so they know a LOT. The party planning a bar? One of the other patrons was a thrall and relayed everything to the vampire.
They know their weaknesses—sunlight, running water, lack of escape in mist form—and plan around them. Their homes are solid and windowless (or at least very impressively curtained), far from rivers, and have plenty of ventilation.
They're incredibly cultured. Polite even in the face of adversary, well-read and knowledgeable, and of course incredibly strong. Their lifespan makes them patient as well, and they always have backups upon backup plans.
Some failings that the PCs could exploit:
* A vampire with a strong artistic sense is dumb enough to have a gothic home with tons of windows, a skylight, and some decorative silver weapons.
* Arrogance. The oldest vampires believe that for all the above reasons that they can't be beat, and they makes them sloppy. They appear to the party without backup, for example.
* Lust: for all their willingness to charmed, a pretty/handsome PC could get through their armor or extract a promise to be spared in exchange for loyalty.
* Hunger: they still need blood to survive. Evacuate everyone in a given area, and it forces them to travel farther for prey, making them vulnerable.