Vampires in every game they have been in have been well developed. The ones in Oblivion were well developed as well, so I don't follow you with the "they were underdeveloped" talk. However, I'd like to see Lycanthropy in the base game for the first time since Daggerfall and I'd like to see you being able to be different types of vampires with different factions in Skyrim as well. In Oblivion, they didn't need different factions because there were no other factions in Cyrodiil as the ones in Cyrodiil beat out all the other competitors by making a pact with Clavicus Vile to be able to walk around in the day, so they could assimilate into society. In Skyrim, there are multiple clans again and one of them is the Volkihar, which if we only can have one type of vampire, then I want it to be the Volkihar lol.
They were underdeveloped because they didnt really do anything.
In Morrowind the factions only had a few quests, and some factions were bugged. A handful of non faction quests for a vampire as well.
In Oblivion they were less developed then in Morrowind.
There was no vampire faction to join, and there was only one quest associated with being a vampire, vampire cure, and that had a serious bug.
They also just hung around in caves being slightly tougher than bandits and with nice loot.
The two vampires posing as humans in the Imperial city were a nice touch, but it would have been better if they had recognised it if the player was a vampire too, and offer different paths for their associated quests.
Hassildor remains one of my favorite characters of Oblivion. He was done very well and had an interesting personality and back story.
They were always more of an afterthought, I feel, and never developed to their potential.
It would be wonderful if Skyrim had a vampire clan to join, with a questline and possibly a vampire merchant or two at their base.
Lycanthropy would also be nice.