I don't treat death and murder as any more or less common in my setting. Instead I just implant the supernatural into the deaths that are already happening, for example it isn't just criminal gangs fighting a street war, it is criminal gangs run by vampires.
The biggest difference in my games is that the characters of the players are more aware of this than normal people. Their supernatural natures make them more like the homicide detectives investigating the murders in the city then the people who just read about it in the papers.