Zardnaar
Legend
Seems my thinking is the same as others have posted. I'd let the players know that the setting is very human-centric and Dwarves, Elves and other demi-humans are seen as oddities outside of places like Ulek, Celene and other isolated pockets. Tieflings come from Iuz and are definitely viewed with suspicion and not welcome - hell, they look like Graz'zt! Same deal with Drow. As for Dragonborn, they'd be an explorer from a far distant land; perhaps south of the steaming jungles, from the other side of the sea of dust, or from across the great ocean. People would perhaps mistake them as the remored Yuan-ti, since they both look like reptile people.
I'd have to think hard if one of my players came to me wanting to play one of those races in Greyhawk. I've had a tiefling in a 4e campaign, but that was homebrew and, well, 4e.
I'll admit to a certain bias as well against the type of character players want to play when they say they want to be a tiefling. It winds up being a lot like someone wanting to play a 'neutral' rogue who really just wants to be a jerk to the rest of his party because the player finds it fun to have secrets and mess with them.
Edit: One other fun one could be the Dragonborn have emerged from the Valley of the Mage due to some foul experiments.
I have no problems with Tieflings in other world's
I don't think they'll be fully accepted due to their heritage.