I just became a vampire in Oblivion, something I have not done ever in the years I have played the game. However while they are fun to play as I have absolutely no idea how to roleplay as one.
Any advice from those who have roleplayed as one would be greatly appreciated.

In my opinion no one can really tell you how to role play, it comes from within you. Just imagine what would your "Character!" (not you) do when he realized this curse (or blessing) fell upon him/her. Take in the experience...is your character angry, upset or totally the opposite,Will they find a cure for their vampirism or will they prey on unsuspecting victims in the night? There are so many ways you could role play this idea. I myself like the idea of it being a struggle within and the character has to struggle with his own morals and humanity sort of like interview with a vampire by Ann Rice. Good luck to you though

Okay First Off,When i Roleplayed as a Vampire,I Found myself a Cave(Near a city,So I could have a food Supply.),Cleared It Of Enemies,and Put My Extra Stuff(Rare Weapons and armor i didnt use)around It,Using the Enviorment to Make It Look as Such i just Moved Into the place.Then I Made Sure that It was Far away from the city,that No one would wander In,and then I went To Town On those Villagers and Townsfolk EVERY Night.It was Fun...I think the city I Chose Was Chorrol.Or Leyawinn.Not Sure.

Malakye's advice is sound.

What type of person was your character before Vampirism? Was he a noble Crusader or a lustful assassin? Try to get into your characters head and see what they would do.

I'll use examples from my own experience to paint a better picture.

I had a Vampire Hunter who contracted vampirism. He struggled with his affliction for almost a month before succumbing to the bloodlust. After binging on humans for quite some time, he sought the cure and repented his sins.

But I've also had a Sorceress who's only desire was power. She accidentally contracted Vampirism and took it on as a blessing.

I have three different characters that have become vampires at one point or another, all for different reasons and they all handle it differently.

There's Andreil Riztezze, a Breton thief in the Thieves Guild who got inflicted with the disease while trying to steal an artifact from a cave. She was expelled from the guild, which was her only home. After that, she retreated into the wilderness and never fed on anyone. Insanity started to close in, as it often does to vampires who do not feed, and she knew she had to cure herself of the disease. She tracked down the Count of Skingrad in his bedroom and got the information of where to find a cure for vampirism and succeeded in curing herself. Her roleplaying during that time mostly consisted of hunting down animals, such as deer (with the idea being that she'd feed on the blood of the animal, although much much less satisfying than that of one of the 10 races.) It also involved dodging Imperial patrols on the roads and finding a nice hideout.

Then there's Cyrian, an Altmer scholar of all things Dwemeris in Vvardenfell. Cyrian was a tad bit crazy to begin with, and, as age started to take its toll on him, and after getting badly injured in the Dwemer ruins under Mournhold, Cyrian came up with a solution as to how he could live forever. He intentionally tracked down a vampire hideout where he asked one of the vampires there to turn him into one of them. He got lucky, as typically most vampires would have attacked him on sight, but he asked just the right vampire, who agreed to his request. Cyrian isn't really one to spend much time in towns and cities, so he rarely had a chance to feed. Because of this, and because of his already fleeting mentality, insanity quickly set in. He's developed a full-on obsession with Dwemer ruins and studying them, and will attack anyone he sees on sight. Roleplaying as him pretty much involves being crazy, and it's pretty fun!

Finally, there's the vampire Imperial woman who has long forgotten her birth name, but adapted the nickname "Misery." She was turned into a vampire back in the Second Era. She embraced the gift and developed a thirst for power. However, Misery knows the dangers of displaying her powers in public, so, instead, she frequently manipulates other people to do her bidding for her. Misery is often mentioned in the history of Tamriel, though never by name, and a connection between her places in history are never linked. She was the Nightblade that slit the throat of Tiber Septim and burned the Imperial Palace. She was the master behind the Camoran Usurper's invasion. She also was part of the Imperial Council during the rule of Jagar Tharn. And that vampire I mentioned earlier that agreed to turn Cyrian into one, that was Misery too! Roleplaying as Misery is a lot different than anyone else for me. She's very powerful but almost never displays the extent of her power in public. She feeds very very frequently, and, being of the Cyrodilic strain of vampires, this allows her to mask her identity as a vampire from the general public. Most of the time she wears middle-class clothing in order to blend in with the rest of society.

Hopefully that gave you a few ideas of different ways that you can take being a vampire. As has been said above, a lot of it depends on who your character was before becoming a vampire, as that's what dictating how all of my characters turned out.

The only vampire I am well-familiar with is the Ancient called Dratik. He was killed by the followers of Azura, but infected them in the process. Many years later, Buffy, in service to Azura, set the followers free and discovered the Journal of Dratik. In it, he described how he and his mate, Sadene, gained the immortality of vampirism. An Ancient's immortality is not total however, as the pair of vampires learned when a Slayer named Vienele killed Dratik's mate. This turned his dream of immortality into a nightmare of neverending loneliness and despair. His bitterness turned to a study of how to destroy himself, against the strong survival instinct of the beast within him.

The full story of Dratik is contained in http://chorrol.com/forums/index.php?s=&showtopic=4474&view=findpost&p=118225 Caution: We take numerous liberties with the game and the episode is about 1500 words in length.

I once RPed a Dremora Lord who had been exiled from the realm of Oblivion by his rival lords. I used a Nord and made him look as demonic as I could in the face gen. Then I made him become a vampire to make him even more demonic, with red Dremora like eyes. He only used Deadric weapons and armour, once I could get them. His goal was revenge on the ones who had caused his exile and to foil the plans of Lord Dagon. That was a cool character to play. bliviongate:

And if you happen to be playing the PS3 GOTY version you will have to factor in the crushing realization that there is no cure and only the promise of a false salvation that never comes... *Damn buggy quests*

Still, it makes a good twist for Vampire Roleplay-- the hope of the Cure, the expectation, the hope, years of searching and then... Nothing. The horror that it doesn't work... Now if only it was because it was made like that, and not bugs, we'd have something quite cool (and annoying as anything for those who REALLY want to cure Vampirism, lol)

Yeah having it as a quest design would be pretty cool. A bold move by the devs... But having it happen because a certain *itch, i mean witch REFUSES to acknowledge the piles and piles of bloodgrass you've laid at her feet exist is just plain maddening. hehe

For my Khajiit thief/assassin its a blessing and curse. The added abilities and strength are great, but it becomes a problem when he can't go into town during the day to sell potions and loot. It definitely adds another dimension to playing him. He loves the power in combat but still needs to function in society.

Outstanding post. Very creative and well realized, Velorien.