I'd rather classify fucking a vampire as cool if a loli tsundere vampire is available. Besides, immortality is good if you always have a quick exit point in case you get tired - like sunlight or simply sleeping (Karin-type vampires for example).
I would probably hit it off for a year then maybe take it back because a vampire sucking your blood everyday can't be good for you has any one read the rosario vampire manga tsukune got fucked [size=10]vvvv[/h]
I was just looking through some the other peoples answers, and to the people who said they would rather have a succubus, let me explain something, though you may not care. A succubus doesn't just suck out energy from a man, depending on where you look, they say she also steals part of your life span. A vampire, on the other hand, just takes a person's blood, true they could drain you dry, but if they so choose they can make you an immortal vampire like them.
This is how it works.
Succubus = shorter lifespan, thus less time spent fucking her.
Female Vampire = Potentially infinite lifespan with an eternity of sex with a hot woman.
I actually think that it wouldn't be so bad, so slong as I was a virgin. If not, the second she sucked me dry I'd be a zombie slave and not an actual vampire