I'm at a loss on how I should be building the Vampire. How should I be playing her? Should I give her points into attack or magic attack?

I would like to know myself. I have noticed that Dark Burst can cause enemies to become enraged (the chance seems tied to the luck stat), which can make bosses that are ordinarily too challenging for your party significantly easier; I have seen earth dungeon bosses deal 20k damage to themselves, for example. But that is very much a dice roll, and on top of that, Vampire consistently becomes enraged when using that move, so you are tying up your healer if you try that strategy. And no matter what I do, I cannot seem to get her to do very much damage.