I find it easy to find the vampires--- but it is tedious.
I nickname my founders "Founder (profession)". When migrants come in, any migrant that sleeps, eats, or drinks (has thoughts about the sleep conditions, food quality, or drink quality when I check their thoughts) gets nicknamed "NV" (for "Not Vampire"). This lets me quickly look through my units, and check on them. When I am suspicious of a vampire, I'll nickname them "Suspicious", and those that start off suspicious due to skills, kills, relationships at the start of their migration wave, I nickname "Check me out".
Once I locate a vampire, I nickname them "Leech" and lock them in a room. The reason for that is if I have to swap alert levels, they'll be free to walk around with the others and then they'll feed. So I give them their own little room, and then lock them in. I will create new quaranteen rooms for very suspicious dwarves if they haven't eaten or slept after a while of arriving. If they get hungry and thirst and sleep in the dirt then they get promoted to family NV and let out. If they don't get hungry, they go to clan Leech, and get stationed with the others.
It is too bad I can't feed my vampires barrels of blood. I find them useful to control rooms, since they never sleep, and will quite happily talk to each other until the end of time when I don't have them flipping a lever.