If you are starting a new game with Dawnguard do not activate it till after you have bought Breezehome in Whiterun. The reason for this is that there is a bug present and the Steward will take your gold but will not activate the alchemy lab and you can keep spending gold to try and buy it.

I have just tested this out myself I had Dawnguard activated in the mods and bought the Alchemy lab 3 times in a row went back to my house and it wasn't there. Deactivated the DLC and tried again and this time I now managed to get him to say, " you have already bought all the improvements for you home."