I am probably missing some creative ideas here but how do you guys take on cavalry brigades of 2 units deep with a horde? Or a brigade of 2 giants? Or do you consistently throw in vampires for that additional hitting power?
Vampires themselves don't add a lot of power by themselves. Being characters their main task is to get your army across the table (like other army characters in WM). The exceptions are the black coach and the winged nightmare mount upgrades for their terror ability - it takes away power from the opponent's units rather than adding to ones own. You have to be willing to risk your leaders though.
The nice thing about VC is that even after taking a lot of the more expensive units you end up with a massive horde (relative to other armies). Ghouls are by no means an automatic choice, but their large number of attacks and initiative mean that I take them in every game. I max out on ethereal hosts as well. These infantry units can cause a ton of damage on the attack, and with decent dice can make destroying them expensive for the opponent.
The first choice for blunting cavalry attacks is of course getting the jump on them with your own cav. I take 2-4 units of wolves and they work pretty well for this. They melt away fast but with their extra attack can lay on some hurt. I also take 2 units of black knights, which can hold their own against almost any other cav in the game. I'd rather use them to chop through blocks of infantry in order to reach the opponents break point however. (Our gaming group tends to be infantry and terrain heavy, so these numbers might seem low to some - adjust accordingly)
Second choice: Skeletons and zombies are great for getting in the way. Since a cavalry brigade can only make 1 charge and 1 follow-on charge, a couple of well-placed expendables will protect one's flank or more important units from a cavalry charge very well. A less reliable but very effective way of getting rid of opponents' cav is the raise dead spell. By blocking their retreat, you make them melt away in the blink of an eye. The price is the stink eye from your opponent

Once you realize that all of your units (except for the black knights, maybe) are expendable, all sorts of options open up for dealing with powerful enemy brigades, including giants.