I accidentally got vampire'd in Oblivion, and I was going to go back a save and get rid of it, but someone accused me of savescumming, and my inner Roguelike fan was all like, "Challenge accepted."
But then it was really unpleasant, and I simply stopped playing the character because of it. I'd had a bug that made me have a bad drowning experience with the character before this, so I was trying out an Argonian mage for the sake of trying to deal with it. The bug didn't happen again, and I was stuck with a lizard vampire wizard (Which ruined the rhyme) with really freaky eyes. They never made an individual skin for the vampire argonians, it seems, so you get bloodshot human eyes instead. >.>
So yeah, unless you want something that forces you to not fast travel, avoid it.