I wouldn't choose any if that's an option, but if I had to choose one, vampire, because they're so much more elegant than lowly, crude demons and besides, all the girls love them. And werewolves are nasty, animalistic, hairy creatures; no thanks.

Though vampires do have the disadvantage that they don't have a soul. I suppose if I were a demon then at least I'd have the opportunity for growth, ascension and redemption.