Make sure you visit the links provided in the article - I found the psychology of vampire and other creepy costume choices interesting. Thanks Anthony!
Truth be told, there's very little connection between vampires and Halloween. At least, from a folkloric perspective.
The closest thing they have to their own "special" time of the year, is described in Agnes Murgoci's "The Vampire in Romania" article for Folk-Lore (Dec. 1926), along with some attributes and characteristics:
It is more especially on St. George's Eve that these vampires go to the boundaries to take rain and the "power" of animals, so as to have enough for the whole year. If they do not take "power" for themselves, they take it for those who pay them. They bring "power" and beauty to women who pay; also they cause men to hate the rivals of those who hire them. They can take "power" from women, and thus take milk away from nursing mothers. They can turn themselves into horses, dogs, or cats, so as to frighten people. The female vampires are dry in the body and are red in the face both before and after death. They go out on St. Andrew's Eve to the boundaries even if they have just borne children. They go out by the chimney, and come back worn out and in rags. The male vampires are bald, and after death grow a tail and hooves. (332)
Rosemary Ellen Guiley mentions two separate, modern-day events baring the name "Vampire Day" in The Encyclopedia of Vampires, Werewolves, and Other Monsters (New York: Checkmark, 2005), p. 293.
The first occurred on November 4, 1988 in Los Banos, California, to publicise the publication of Vincent Hillyer's Vampires (Los Banos: Loose Change, 1988).
The second was held in Saõ Paulo, Brazil, on August 13, 2002, to promote a city-wide blood drive.
However, in keeping with the horror theme of Halloween, vampires still get sizable representation.
For instance, the National Retail Federation in Washington, D.C. predicts that the second most popular costume on Halloween, among adults, will be the vampire.
Laurie Pawlik-Kienlen gives some coverage on why people even choose such costumes at all.
There's also a whole range of vampire-themed merchandise for the occasion, like capes, severed heads and baby pacifiers.
You can get some helpful suggestions on throwing your own "Vampires Ball" from Halloween Costume Party.
Or, you could go to Transylvania itself, and take part in a "Dracula Tour". One of the things you'll see is "an actual "vampire" wedding ceremony as conducted by a local monk and his chanting nuns."
As a side note, I'll also mention that I dressed up as a vampire hunter for Halloween back in 2006 and walked about the streets of Melbourne. (Sorry, don't have any pictures!)
So, even though historic - and folkloric - vampires have no real connection to Halloween, thanks to their pervasiveness in Western pop culture, they certainly come alive on the Spookiest Night of the Year.