Hmm, so difficult to define... though Nifft's idea is pretty good I think.
What creatures would you associate with being Fey?
As for myself:
Fey/Fairies/Fae
Elves/Elfs
Gnomes
Leprechuans
Goblins
Kobolds
Sprites/Pixies/Nixies/Grigs
Nymphs
Sidhe
Dryads
Vila(s) (Specific type of fey [or so I think] from my culture - they are supposed to be very beautiful and dance in forests at night - can dance people to death - I am not sure, but this word might actually translate to simply 'fairy' or 'fey' in English)
Rusalka(s) (Another type of fey [or so I think] from my culture - live in lakes - female)
Vodnik(s) (Another type of fey from my culture - live in water - male)
Domovoj(s) (Yet another type of fey [or so I think] from my culture - live in homes of people)
Poludnica(s) (Noon fey from my culture)
Vecernica(s) (Evening fey from my culture)
Nocnica(s) (Night fey from my culture)
Morena(s) (Malevolent winter fey from my culture)
Skriatok(s)/Piadimuzik(s) (Miniature fey [or so I think] from my culture - some can be pranksters and others can be wise and helpful, but most are rather malevolent - almost always live underground and some rule underground kingdoms)
Bieda(s)/Chudoba(s) (Malevolent fey [on this one I am not so sure they are fey anymore though] from my culture that move into a house and cause poverty and destitution)
Trolls (Scandinavian type rather than D&D type)
Dwarves/Dwarfs - I know that dwarfes would have been considered fey, but to me this just does not feel so right - perhaps because the stereotype I am used to is from D&D and D&D dwarves are too 'serious' to be fey - that said I do know of stories in my culture of dwarfs that are closer to what I would consider to be fey and they are fey in Scandinavian/Germanic mythology
I guess this seems to make all Fey at least vaguely humanoid in shape - a head with two eyes, one nose in the center and one mouth below situated on a neck connecting to a torso with two arms and two legs attached. Hands have digits capable of manipulating material. Of course, my knowledge of Fey is very limited, so there may well be some not so humanoid creatures that would fall under this category. In fact, I might be tempted to include Sirens, Satyrs and the various Seafolk as Fey, which are less humanoid than the above list. There are probably many if not all cultures that have some fey creatures.