I highly suggest The Anita Blake Vampire Hunter Series by Laurell K. Hamilton. She's my favorite author. The books are in this order: Guilty Pleasures, The Laughing Corpse, Circus of the Damned, The Lunatic Cafe, Bloody Bones, The Killing Dance, Burnt Offerings, Blue Moon, Obsidian Butterfly, Narcissus In Chains, Cerulean Sins, Incubus Dreams, Micah, Danse Macabre, The Harlequin, Blood Noir, Skin Trade.
Also, The House of Night series by P.C. and Kristin Cast is pretty good, and the Sookie Stackhouse Southern Vampire series by Charlaine Harris is really good.
Lynn Viehl's Darkyn series is great, LOL, as is JR Ward's Black Dagger Brotherhood. Are you looking specifically for Vampire only? Nalini Singh has a new series started, Angel's Blood/Hunters that has a new view on vampire creations...Shiloh Walker is another author who has vampires as wel..
I just got done reading a fairly new series, Chicagoland Vampires, by Chloe Neill. The first book is called Some Girls Bite and the second is Friday Night Bites. They're really good, and I highly recommend them!
Anita Blake Series by Laurell K. Hamilton
Dark Series by Christine Feehan
Black Dagger Brotherhood Series by JR Ward
Midnight Breed Series by Lara Adrian
Night Huntress Series by Jeaniene Frost
Blood Ties Series by Jennifer Armintrout
Gardella Vampire Chronicles by Colleen Gleason
Twilight Series by Stephenie Meyers
Vampire Academy Series by Richelle Mead
Riely Jensen Guardian Series by Keri Arthur
Rachel Morgan Series by Kim Harrison (main character is a Witch but it has vampires)
Sookie Stackhouse Series by Charlaine Harris
I've read all the series above and love them all. I started with the Anita Blake sereis and haven't been able to stop reading parannormal romance/sci fi/fanasty books. I love them. If your looking for some good shape shifting books, read Patricia Briggs' Mercy Thompson or Alpha & Omega series, they are both excellent.
I quite like the Blue Blood series, also Katie Macallister, and try tate Hallaway..also everything else on this list I've seen so far looks great. there are so many out there I need to quit my job and own a bookstore to read them all lol! Many coming out this year.