Vampire
Playing a Vampire is generally considered one of the more challenging factions to play, and with good reason. The sun can kill them, for one, and it's around half the time. Each clan also has a weakness or curse inherent in them to deal with. Their society is based around Machiavellian politics which can be unkind to the unwary.
So given this, why would you want to play a Vampire? Lots of reasons. Vampires lurk in all corners of civilization, stipulating the world into their immortal image and some players revel in the opportunity for the challenge. Vampire is a more socially dynamic game; some wish to play based on social interactions rather than physical ones. In Vampire, you're more likely to succeed based on your wits and charisma than your skill with a boffer weapon (but it helps!). Some people want to try out being a bit villainous for a while (which is available to all factions but has a special place among the leeches). Some can experience the opposite of that - a heroic character who has fallen to Caine's curse. Fallen heroes, vile politicians, brutish hunters of man and rapacious socialites... these and more are the archetypes available in Vampire.
