See, a Rice vampire can survive being burnt to ashes or getting caught in sunlight (which also burns them to ashes, natch), but it ain't easy, and it doesn't always work out. If the ashes get spread out, for instance, then it's highly unlikely that they'll manage to reconstitute, if not downright impossible. A number of vampires have been killed this way so far as I've read.
And when I said "temporary setback", it can still take them years, decades, or even centuries to get over said setback. Until then, they're all covered with scars, severely weakened, and more than a little bit insane from the ordeal. From what I've read so far, due to his severe injuries and (supposed) inability to cope with the world's changes, Lestat actually spend about three quarters or more of the twentieth century deep underground as a mostly lifeless and completely rotted, twisted corpse before coming back to the surface and trying to get back into the swing of things.
While crucifixes, stakes to the heart, and other common vampire weakness aren't a part of their makeup, they can be hurt several other ways. Physical trauma (bullets, beatings, bombs, etc.) will cause them to bleed just like a human (or worse, depending on how much blood they've drunk that night), which can severely weaken them. They're susceptible to some poisons and drugs . . . Lestat is severely weakened by a mixture of absinthe and laudanum in Interview. Unlike most vampires in other fiction, Rice vamps aren't just burned by the sunlight, they actually can't stay awake during sunlight hours. If they don't make it to their coffins or some other completely dark place in time, they fall asleep right where they're standing and burn. While they can live without drinking blood, going without for even a single night can drive them completely insane with the thirst, and going for extended periods of time can send them into a sort of coma until they sense blood nearby. While they are super-strong, super-fast, and have up to several centuries of experience and knowledge, but they still have their limits . . . some of which end up being self-imposed.
They are for all intents and purposes truly immortal, but still, Rice's vampires can still be beaten through various means, even if they can't be killed. And in the end, most vampires don't actually live past three or four hundred years anyway, throwing themselves into the fire out of ennui. Even if someone else doesn't "kill" them, they generally end up killing themselves. I've only just gotten to the part in Vampire Lestat where they're talking about the Millineum Vampires, but they're supposedly very very rare for this reason.
Oh, and there's also a breed of vampires living in Transylvania which are like sickly cousins to the rest. Louis supposedly kills one for good just by smashing its head in with a rock in the first book. So they're not all god-modders.