I have only recently started running a Planescape campaign. The player characters are from a 19th century setting, loosely based on the Masque of the Red Death campaign, brimming with undead.
Up to now the characters have been struggling with baatezu, jotuns (norse giants), and a mortal from a planet on the Prime called Krypton, with nearly divine powers. Sooner or later though, probably sooner, they will face a more familiar adversery (with some peculiar twists): A vampire.
The big question though is: Seeing as there is no sun in Sigil - are vampires able to roam at all hours? Given, of course, that they get sufficient rest.
If the answer is yes, then that will make one of their usual enemies unusually fearsome.