Things that go bump in the night.

I prefer the second sentence. In the first one, "bizarre" seems to float out there unconnected, an impression made even stronger by the comma.

If you use the first example, you don't need a comma.

First sentence doesn't need a comma, but both seem awkwardly phrased (for me).

d&f.

The first sentence is tough because the embedded phrase is so long, I lose track before I get to the word bizarre. The comma hints at the need to go back to the higher structural level, but it doesn't actually belong there.

The second sentence is better, but is ambiguous between a reading where "it" refers to "being on a first-name basis with a vampire" and a reading where "it" refers to something else outside the sentence. As if it meant, "Since they're on a first name basis with a vampire, they might find [this thing] bizarre."

I personally would be inclined to phrase it as follows:
"I suppose some might find it bizarre to be on a first-name basis with a vampire."

Definitely don't need the comma in the first sentence. I agree with the other posters though, that that one feels clunky. I like the way the second sentence sets up the concept and then fills it in.

I like the second one.