Yo. I'm actually a PS3 player so I don't have Dawngaurd or Hearthfire but I do have a working 360. I'm debating whether I should wait for the GOTY edition to switch to 360 or just switch now and sell my PS3 Skyrim and a few others to get it. Totally svcks that Bethesda doesn't look out for PS3 owners though, I actually looked up to those guys as heroes.
ANYWAY, I was commenting because of what you said in your spoiler, and on PS3 I made the sickest vampire ever, and I made it all fit into the story too. It was so good that I stopped playing the game like 5 months ago so that I could experience the full effect with Dawngaurd but... you know how that goes. I'll share all my battle tactics and story with you though.
But first i'll adress your plot:
Escape - ok
Fights with Imperials - Not my favorite choice but ok
Gets married - Show him/her what you got
Dragongaurd - Uh sure
Thieves guild - The dragonborn is not actually mortal so i always felt that the dragonborn should be a free spirit when it comes to the daedra he/she fancies. Besides the dragonborn is almost equal in power to the daedra so... your choices in 'worship' are more like appreciation of a daedras aspects I think and you should be able to appreciate any aedra or daedra you like. You are above every mortal alive so youre not bound by their rules.
Dawnguard - Hmm, seems questionable, especially with your spoiler but as I said the dragonborn can do whatever he/she feels like for whatever reason.
My character was a Nord and I based his character and life on revenge on the empire for some horrible tragedy that happened to him and his family at the hands of the empire, like Etain from that movie Centurion. With that said, I had him join up with the Stormcloaks as soon as possible and roleplayed as a grunt Nord that quickly advanced in rank and because i was dragonborn, Ulfric promoted me to be his personal agent and assassin, so I wasn't bound as a mere soldier but I had free reign on how I tackled the missions assigned to me. And because I was in close proximity to the DB starting quest in Windhelm, I started that too, which lead me to Riften eventually where I decided to join the TG. Around that time I arranged to contract the vampires disease, which upgraded my arsenal to magic, which I previously ignored but as a vampire it is in my nature to use some magic. Being a vampire saved me perks, added a lot of flavor to my game and allowed for me to be extremly talented within the TG, DB and the Civil War quest that required finesse. So while I am busy killing off imperials and taking advantage of the training offered by the DB and TG so that I can become a more efficient killer and take advantage of my vampiric skillset, I focus on building a reputation so that it would be hard for me to face extreme penalties for what I do behind the scenes and the world around me sees the illusion of the Stormcloaks rising hero. While doing this I stumble across the Dawngaurd mission and end up joining the Vampires naturally and become a Vampire Lord. Now I am a freaking beast, and whenever I turn into a vamplord, no one knows who I am so its perfect for assassinations. Ive slowly been doing the main missions, but when they lead me to the quest for the Ogmha Infinium book it gets so much better. I keep the book stashed in a safe house somewhere and use the cheat to level up. In order to not break the game I only read the book after important quest or long lengths of time and it fits because I roleplay that reading it is actually like reading and Elderscroll and actually kill me if I rush things too fast. So now i've got a major ace up my sleeve for the empire. By being in the thieves guild and becoming a nightengale I also got some extreme vampiric abilities and equipment that stacked on with my vampiric nature plus the armor and sword is just badass. I also quickly earn lots of money between the thieves quest and darkbrotherhood. I never actually got far in the dark brotherhood or main quest or civil war quest because I didn't want to spoil it without the vampire lord to do it 'right', but I know that in the end its all going to be sweet.
As for my battletactics:
One Handed Sword: Classic damage dealer, nearly always in righthand, prefer either chillrend or nightengale blade
Sneak: Not many perks required as a vampire but allows assassinations and easy experience early on.
Illusion: Vampires bread and butter. Makes most enemies easier to assassinate or pick off without actually revealing myself. I use calm on characters I am fighting in the open, sneak around them, and assassinate with high powered one handed skills. Fear is awesome for escaping powerful enemies and using the Nord war cry is a good magic cushion before that has to be used and its fun to imagine that your character is showing his true vampiric face and roaring like a lion. Awesome.
Destruction: Going in theme with the Volkihar vampires, Ice provides a great roleplaying element to the vampire and a much needed ranged damage dealer. For this reason I joined the mages guild to improve destruction and other magical vampiric talents. Being a nightengale allows you to become an agent of strife, and enables you a power that is much like vampiric drain, only its one shot and rips 100 points of health from enemies and adds their health to yours. Its great because it can catch multiple enemies so thats potentially a few hundred points of health in your tank when you are running low and surrounded. Being able to freeze enemies with ice magic when their health is low is great and the perfect way to do that is to wear a double handed frost cloak and attack with the sword and magic. Popsicles in no time. At the very least it slows enemies down some. And if you want to freeze enemies immediately the ice form dragon shout is perfect for stroking your vampiric ego. Frost Breath can also really slow enemies down.
Conjuration: Not perks put in here at all but I still managed to use this power at its greatest. Being a vamp allows you to raise the dead once a day and the power of the technique depends on the stage of vampirism im on, but with dawngaurd you can be stage four all the time so thats once master ressurection up my sleeve and not on my magic bar. Then there was the ritual stone that allowed me to ressurect ANY DEAD that I killed within the area. MASSIVE vampire lord role play potential and perfect for storming holds or taking on bosses. Kill all the weak with ease, ressurect them, buff them with high powered illusion, and hammer the hell out of any enemies or boss that stands in your way. Once a day use though. Once I must have had over twenty undead with me when I raided a fort. Slaughterhouse. I also used this on two slain giants and took on Whiterun gaurd. Massacre.
Restoration - Necromage perk for the win. Healing yourself in general is a good idea, and the perks to magic and stamina are also great.
Vampire Lord - Ive watched many youtube videos, and its safe to say that the VL is just outright the best thing in the game. Theyve got so many different abilities its just amazing. I can think of so many different combos to use.
That is my basic/planned style and it is really effective. Everything else is just special preference. Choose your armor type, choose your craft, do whatever. With that Oghma book you have 80 perk points at your disposal so have fun but pace it. Only one upgrade at a time and look out for perks that might be useless. You do not want to break the game. Trust me.