..a vampire to worship them? I'm fully aware that Arkay wouldn't, as he's oppossed to all forms of undead. But what about..say..Dibella? I'm asking because, in Skyrim, I'm thinking about doing Dibella's quest so I can get that perk that enables females to deal extra damage to males. I'm also a role player and I like to keep to the lore as much as possible.

As long as vampirism doesn't collide with a deities sphere, I don't see a problem. You shouldn't be able to worship Meridia for instance, she is a Daedric prince but she despises undead.