Females in particular are fascinated with the heroic vampire. Yes they are gorgeous, and yes they are immortal, but that isn’t where the fascination lies. Not entirely anyways. As we have reached more modern times in our society, and women are for the most part, and in most places, considered equal to men, we have had the need to modernize the hero. Women are no longer portrayed as the damsel in distress, so the hero needs to change as well. I have often found that women were intrigued by the “bad boy” who were only sweet and compassionate with you. Who could ask for a better bad boy then a vampire. Continuing on my thought of independent women, many novels like for example Vampire Academy and Anita Blake Vampire Hunter contain women (Rose, Anita) who are strong, able women who can often fight their own battles. They are able to demonstrate or learn self-restraint when it comes to food, sex and other matters. No matter, however, women are always intrigued in a good love story. So, vampires have fit in to this story by being there for the protagonist, being compassionate, learning to love, and protecting the protagonist when she needs it.
In the case of twilight, though Bella is not considered a damsel in distress, she often puts herself, or is put in situations where Edward has to save her. (ex: when she goes saves her mother in the first novel).
To conclude on this thought, as women have become more independent, heroes have needed to adapt. Men are often not considered “saviours”. Women are fascinated with the love of someone who will always be there, and vampires being immortal, often fill this role.