Depends on the lich, daedroth, and vampire.
A lich is nothing more than a wizard, who was able to put his/her soul in an item, kill the body, then put his/her soul back in the dead body. It's cheap immortality. The only real advantage would be that the wizard now has much, much, much more time to brush up on magical skills and research.
An ancient vampire is just really, really old. So, likely brushed up on his/her combat skills and such
Daedra are practically immortal, though dying is a giant pain at best, a horrific and mind shattering experience at worst.