Dwarves get negative thoughts from using unassigned beds or dormitories, but when it comes to personal rooms, they only really care about the value. Some people make super extravagant dormitories to offset the lack of personal rooms, others designate individual rooms that overlap or lack walls. I favor setting up individual rooms that open directly onto a courtyard so they have their unshared 3x3 and plenty of walls to decorate, but there's a good chance that vampires will be spotted by dwarves coming or going from their own rooms.
Dwarves are a little more stress resistant than they were in the last version, but they're still rather fragile. The key to offsetting stress at the moment is to start eliminating factors that cause it as soon as possible. Get everything underground ASAP and disable hunting and fishing labors until you can sort through and find the dwarves that don't mind the rain. Get your corpse/burial disposal systems set up right away so as few dwarves are exposed to body parts as possible. Most importantly, examine your dwarves regularly for the personality traits that make them vulnerable to stress. Give them special treatment, and if necessary, you can exile them or send them to allied minor settlements as soon as those start showing up BEFORE they succumb to stress. It's manageable, but it can be tedious. Especially if you aren't sure what you're doing with it.
I know there are a couple mods out there that make dwarves harder to stress out as an unofficial patch until Toady can revisit the stress system. You can also use the DF-hack utility that removes all stress from units. Yes, it's technically cheating, but I personally don't mind that so much when it's a temporary fix for a mechanic that is known to be broken.
As for the villain stuff... yeah, Toady couldn't implement everything he had planned because he had to switch gears for the Steam release prep, since that has actual deadlines with businesses. So we have lots of the shenanigans but very few of the ways to counter them. Displaying artifacts in guildhalls helps you notice their thefts because it places them in populated areas. At the moment, I would recommend not allowing visitors in or just locking up every artifact as it's created so they can't be stolen. Or resigning yourself to losing them in a trickle, because the buggers are persistent and subverted dwarves don't stop trying to assist them until the villain is dead.
(Using legends to confirm the identity of a vampire is cheaty, but since they use an assumed identity rather than their real name, you could in theory use legends to confirm you have a vampire, and not look at who they're pretending to be?)