I saw the preview for that; unfortunately I don't have Xbox Live so I can't download it :(
Main thing that excites me is crossbows. It never occured to me that they didn't have crossbows in the game (did they even have them in Morrowind??)
Some characters I would make specifically for the expansion if I had it:
-- Undead Hunter: Similar to a knight character that I already have but uses crossbows and light armour instead of heavy armour and a shield. Dawnguard adds a bunch of cool new Restoration spells specifically for dealing damage to the undead, so I would totally be picking that. A bit of sneak is good just for the bow damage perk, but otherwise I would ignore both sneak and alchemy, getting some back-up melee skills and Enchanting instead. Silver weapons are fantastic because their bonus damage against undead doesn't count as an enchantment, meaning you can put other effects on them, such as fire damage :D
-- Vampire Lord: I like designing characters around specific things, like vampirism and lycanthropy. I have a Khajiit vampire assassin (with huge, highly visible fangs), but for a vampire lord I would make a Breton and go Conjuration (for Necromancy and the new summoning spells), Destruction (assuming it pumps up Vampiric Drain), Restoration (for the new undead-healing spells and wards), all the cool new dragon shouts, and of course all the Vampire Lord perks!! Unlike my assassin, this guy would not be subtle ;)
Also, there are a heap of new things for Werewolves so I would be keen to pull out my werewolf character for that.
Of course, none of this matters until they release an expansion pack collection on disc--assuming they will.