Required reading:
http://dwarffortresswiki.org/index.php/DF2014:VampireVampires never feel hunger, thirst, or the need to sleep. If you have a huge wave of immigrants, you can temporarily recruit them to military and station them inside an empty 11x11 room, then lock the room. After 1-2 months, non-vampire dwarves will feel hungry or thirsty, so you can remove them from your suspect list.
Vampires do not breathe and do not get the "drowning" status. Setting up a drowning chamber that can be filled and drained quickly is an easy way to check if someone is capable of drowning without killing them (unless you forget to turn it off). Standing in a 4/7 to 6/7 water also rises the swimming skill.
Most of the time, vampires act exactly like any other dwarf. However, when they want to drink blood,
nothing can convince them not to (afaik). Labors, active orders, and even (at least in 40.02) burrow settings are ignored when a vampire decides to feed. They do respect the Civilian Alert burrow (the only one that also restricts movement), but can act very erratically none the less.
If a vampire has been without blood for a
very long time, they may suck a series of dwarves completely dry, one after another. Otherwise, the victims sometimes survive the feeding.
Vampires are said not to be attacked by the undead; Yet they still flee in terror when they notice one as a civilian.
The only way for non-vampire dwarves of your fortress to acquire vampirism is for them to drink water laced with vampire blood. This is usually done using upright spikes, some plumbing, a well, and a designated drinking zone.
Rumors:
It's been said that vampire and werewolf syndromes are not mutually-exclusive, so you can, in theory, have a vampire who is also a werebeast, though I haven't tried it. Vampires can not turn into werebeasts and werebeasts can not turn into vampires (thanks BlackFlyme)
It's also been said that becoming a vampire doubles the attributes of strength, agility and endurance
at the time of transformation. That means that a dwarf that has been through cross-training and already has high attributes would gain much more than a weak dwarf... in theory. Becoming a vampire supposedly locks these attributes afterward. The vampire is still able to get skills as normal.
Example vampire:
http://i.imgur.com/cAm1gA0.pngNothing shown in the profile of a vampire is exclusive to vampires, and vampires are not guaranteed to have any particular feature. Some features can be taken as a cause for suspicion or even as strong evidence though - the wiki has a few paragraphs on those.