I kind of like the example from The Vampire Diaries, where vamps drink hot coffee because it warms them, and the caffiene makes the blood circulate faster, and alchohol, because it helps them deal with their beastial urges (and also has some effect on blood circulation, acting-as alchohol does-as a muscle relaxer.).
Capsaicin would also increase blood circulation, and warm the body (or atleast the tongue), so that's another strong candidate.
Foods which are good for the heart, such as chocolate, fish oil, red wine, etc. might be desireable too, just for keeping the pipes clean.
Also, vamps might retain their former preferences and dislikes, from when they were alive, so looking at one may tell you that it enjoys tallowed rum and bisquit roasts, or whatever, but the vamp may actually be trying to eat and drink other things, if you keep a close eye on that dwarf.
I think vamps might seek out heavily spiced foods, honey, herbs, salt, and other substances that would help preserve their bodies or atleast cover any strange odors, whenever they could get them, and which might also enhance the flavor of the blood they crave.