Greetings:
Has anybody considered what the lack of a sun in Sigil's sky has on Vampires? I don't know if there is a rule that explicitly states whether the light of Sigil's day is enough to harm Vampires or not but I thought It might be interesting to consider the possibility of Vampiric folk walking around Sigil during the day.
Any thoughts?
Not to derail this entirely, but are there any spells that a vampire could use to walk around in the sunlight? Would any of the various "Darkness" type-spells do the trick (i.e. create a sphere or fog of darkness around the vampire between it and the sun)? And I DO recall reading that vampires are safe in Sigil except for during the 3 hours before and after Peak... I think it was in "In the Cage: A guide to Sigil", but I'll have to check...
I forget the specific reference I read it in, but I seem to recall that between Sigil's rather dimmish illumination and the thick smog that vampires and other sun-sensitive creatures can walk the streets of Sigil for all but about an hour either side of Peak. Their vampiric nature wouldn't make them any less subject to the laws of Sigil, though, and I'm sure the Guvners have plenty of regulations on the book pertaining to proper feeding habits and spawn creation permits.
There is a Ravenloft Setting specific spell called Mimic Mortal. Basically a Vampire can choose a number of vulnerabilities of identifiers and supress them and, in the process, lose certain powers for the duration of the spell.
In order to lose the sunlight vulnerability, a vampire must take all ability scores over 17 and drop them to 15.
As I see it, no sun, no problem for vampires. Considering that there are fiends and celestials walking around the place, I can't see that being undead would cause that much of a stir as long as they keep their noses (relatively) clean. The Dead District (the area around the Mortuary) would seem to be a natural haven for all manner of undead. IMC I've had a few gangs of weak vampire-spawn roaming around that area in the nighttime hours. They're not much stronger than most bashers, so they usually resort to begging or paying for blood from passersby. They gave my PCs the creeps during one such encounter. 
Has anybody considered what the lack of a sun in Sigil's sky has on Vampires? I don't know if there is a rule that explicitly states whether the light of Sigil's day is enough to harm Vampires or not but I thought It might be interesting to consider the possibility of Vampiric folk walking around Sigil during the day.
Any thoughts?
Vampires can freely walk in Sigil anytime they wish, as they can in every plane where sunlight does not exist. I'm sure.
What kills them is not the light (otherwise daylight that has its same intensity would effect them) but the idea of the sun itself as a positive life force.
Curious point. Water, earth, air, and pretty much everything else arrives in Sigil via portal. Does light arrive the same way? If material plane suns are assumed to be large vortexes to the Plane of Radiance, then could the light in Sigil be provided by smaller portals to the same? They would then affect vampries in the same way, or perhaps similarly but to a lesser degree.
It is in "In the Cage: A guide to Sigil," during the section where it describest peak and anti-peak. I don't have the book on me, but I remember that sparking a lot of ideas for one of my old campaigns.
Consider that stolen.
As others have said, vampires are safe in the Cage most of the time - as safe as any basher that is - but it would be the worst of ideas for them to think they could overrun it like some ripe-for-the-plucking prime world; there are scarier things in Sigil than vampires ... not the least of which being the Harmonium.
Vampires fit into Sigil's character in a lot of ways, but I try to keep my Planescape away from undead horror genres. If they could walk the streets at will, that would turn the city into a bastion of blood-sucking horrors. Instead, maybe it should be that vampires can live in Sigil, and aren't incinerated by the light, but they still find Sigil's "daylight" uncomfortable. Even dawn and dusk are uncomfortably bright, and near peak prolonged exposure tends to irritate their lifeless shells.