The Midnight Breed Series - Hot as you like warrior type Vamps Immortals After Dark - Not just vamps though lots of other supernatural, I love these as quite funny too Dark Hunters - not Vampires as such but still very good and about 20 in the series so should keep you going
Laurell K Hamilton's got two series 'Meredith Gentry' is a fae urban fantasy that is hot under the collar from book one. Her 'Anita Blake Vampire Hunter' series is great but really doesn't get a bit too overdone for my liking until Incubus Dreams [books 9 or 10].
Sunny's 'Monere' series is also very similar to LKH's Merry Gentry series, Fae Urban Fantasy with lots of steamy-ness
Sherrilyn Kenyon's 'Dark Hunter' series is good, a bit of a laugh as well, a friend described it as Buffy meets Sex and the City, which is not how I would describe it.
Jeaniene C Stein's 'Vampire Huntress' series is great for a bit of steaminess and good plot.
Karen Marie Moning's 'Fever' series is pretty hot, more Fae Urban Fantasy with an Irish twist, very fun and steamy.
If you are looking for a great fantasy try Jacqueline Carey's 'Kushiel' series. A good complicated plot and some mild BDSM.
Those are just some that I have tagged as steamy that I have read. Ones that have also been recommended to me are Cheyenne McCray, Rebecca York, Amanda Ashley and Lori Handeland.
Check out JR Rain's Vampire for Hire series (Moon Dance, Vampire Moon and American Vampire). They are quite short....more of a novella but I picked them up cheap for my Kindle. A bit of a twist on the usual vampire genre but I really enjoyed them....much more than I was expecting to.
Laurell K Hamilton's Anita Blake books are good until book 12 (Incubus dreams) at which point I would give up unless you actually like furry sex orgies. (I guess someone does or she'd've given up on it by now?!)
Will be stealing some of these recommendations, ta.