I have a Dean Vendetta. My question is what size strings should I use? My music preferences are death metal, hard rock and rock. Bands are Deicide, Cannibal Corpse, Metallica, Black label Society, Rammstein. Also would it be good idea to change the pickups? If so could someone recommend some? I am still learning.
Do you have the XM? I have the same one...sadly financial problems have put a hold on upgrading but I wouldn't suggest switching the pickups as it's really not worth it on a 100 dollar guitar. Buying new pups and getting them installed will be around $250+ and that money would be better invested in a whole new guitar.

For string gauge, are you gonna be detuning like a few of your bands? If so then .011, but if you're keeping it in standard I've noticed that a lot of new guitarists prefer .009 due to ease of playing but as you advance more you might like a heavier gauge (or not) because the heavier gauge the less "flop" on the strings. Basically the heavier gauge it helps more with fast alt-picking and tremolo picking so the string "stays in place" better. I'm sure someone else can explain it better. Good luck and have fun
A poor guitarist for two years' gear:
Dean Vendetta XM
Roland Microcube

Getting/Saving up for:
Jackson Dinky MG Series (Transparent Red)
B-52 AT 112 - Amp choice still deciding but I have about $140 towards an amp.
some of those bands tune really low, id say a 10-54 set should work, thats what i use
yes i do detune alot. so i suppose the heavier guage would work. I wish I could upgrade but since i am still learning i just don't see the point of buying an expensive guitar when I am not good enough.