Here are a couple of things I've noticed while doing this.
First off, if you want your vampires to stay alive while you're playing another family, don't invite (or force) them to meet your Sim any time during the day. And when you do invite one to a community lot, it's a good idea to escort them home afterwards.
Be aware that if you give your vampire Sims the power to move as bats or mist, they will always use this power to move, even if you disabled it before going to another household. This will drain their energy.
If you're playing several vampires rotationally, it's best not to send your Sims anywhere during the day. You can't control which Sims are selected to go to stores, the park, festivals, etc., and the game might choose your vampires. I've not had one die of sunlight yet, but that doesn't mean it can't happen.