When the Winchesters are together, it's always awesome. You can really see the relationship between the character. It's just plain awesome.
The reason why they split up is because they can get more work done. In fact, most Hunters prefer to work alone, though I have seen groups up to three or four work together within the show, but they usually tend to be much smaller roles.
And yes, I felt that creepy feeling a few times throughout the show. It's one of the reasons why I watch the show. I just love how they added Hollywood movie effects into the show. It really added depth to the show. =D
And another thing I like about Supernatural is that while it is based on myths and legends of the supernatural in our world, they add their own spin to them. The vampires are a great example as you've seen. It's been awhile since I watched that episode where they were first introduced, but they end up coming in and out of the show a few times.
And to answer some of your questions;
http://en.wikipedia.org/wiki/Jensen_AcklesHere's some of Jensen Ackles' more notable roles;
Dean Winchester - Supernatural
Jason Teague - Smallville
Eric Brady - Days of Our Lives
Tom Hanniger - My Bloody Valentine 3D
http://en.wikipedia.org/wiki/Jared_PadaleckiHere's some of Jared Padalecki's more notable roles;
Sam Winchester - Supernatural
Dean Forester - Gilmore Girls
Clay Miller - Friday The 13th
Wade - House of Wax
http://en.wikipedia.org/wiki/Jeffrey_Dean_MorganHere's some of Jefferey Morgan's more notable roles;
John Winchester - Supernatural
Denny Duquette - Grey's Anatomy
The Comedian - Watchmen
Dr. Edward Marcase - The Burning Zone