Although any class could play and enjoy the vampire questline, by sheer luck I happened to dive in with a level 14 Breton conjurer/necromancer without really knowing much about the story. I have really been enjoying the fact that a lot of this questline seems particularly suited to that "class", with all the spells and some of the gear you find. The fact that I'm playing as a conjurer has allowed a greal level of immersion in the story, with so much of it tied naturally to those skills.
Out of curiosity, is there any particular class or build that is a good fit for the Dawnguard side? I assume a lot of it is warrior-centric. Are there any good skill trees to have leveled, such as archery or smithing?