There's just something about kicking down a Vampire Lair with a crossbow enchanted with fire, that shoots exploding bolts while shouting "In the name of Stendarr, BURN YOU UNHOLY BASTARDS" That appeals to me.
But I like both sides.
I only wish there was another faction you could join in Skyrim, the Necromancers. You can transform into a Vampire Lord or a Werewolf, but you can't join the Necromancers and transform into a Lich like you would a werewolf or vamp lord. That is just mean.
They rub Necromancy in our face, with the Vampire side spells of Necro healing and heal undead, the spells from Soul Carin which benefit from Necromancy.
Necromancy is even legal in skyrim.
But if I had to pick one side or the other I'd choose Dawnguard mainly because I felt their side had more to it, like it was more finished. With the Vampire side you don't even see Harkon start to get all crazy and paranoid and start to distance himself from you, so when he tries to kill you, you see it coming so to speak. That killing him feels better, because you could see what truly was. Because for me it just seemed like we're all happy and doing well for the Vampires, come back and it's "You turned my daughter against me" I said one thing to your daughter, which was asking about Soul Cairn get the hell out of here with the turning against, I brought you your stupid bow.