You can buy them right away! They integrate pretty seamlessly into the game. Plus you'll have access to handy new features like arrow smithing, new foods, boats to take you to the different port cities, and so on.
With Dawnguard, vampires will begin attacking towns once you hit level 10 - they can be a nuisance, but only if you fast travel a lot. If you're quick, you should be able to kill the vampires before they kill townspeople
