Yes, they exist. People who suck your energy up and leave you angry, depressed, confused, guilty or exhausted (or even all). The emotional vampires.
Sometimes they can be just acquaintances but unfortunately some of the time they are quite close to us. Too close four own good. And the closer they are, the more they can thrive on your energy and zap it out if you're not careful.
Judith Orloff once wrote (in "Emotional Freddom") that there were five kind of vampires lurking around: the narcissist, the victim, the controller, the criticizer and the splitter.
The narcissistic vampire is always looking for admiration and is often charming and intelligent. The victimistic kind keeps complaining the world is against him. The kind is the kind of person who always knows what's best for you. The criticizer is always judging and belittling.The splitter is the most impredictable: you never know if he'll be raging against you or feigning the victim.
We need to establish firm boundaries against these people. You don't need to be too deffensive - I guess the most important thing is to make him (or her) understand you won't be manipulated.
I'm not saying these people cannot be friends. They can, and some of them will, as long as you set up clear limits. Don't idealize them. Be realistic about both their good qualities and their flaws.
Things get more dramatic when an emotional vampire is someone really close like, say, your own mother. In extreme and unfortunate cases like that, I can only suggest: be affectionate but firm and try to manage the relationship in small doses.