Ah, the Freak. I remember running a 3.5e play-by-post campaign where every character was supposed to be a rugged, wilderness, borderland type. I wanted the campaign to be gritty and low magic, so for various reasons I restricted the class list. One of the classes I said was off-limits was the monk. Of course, like the second would-be player to contact me about the game wanted to play a monk.
<Shakes head>
To me this is height of bad form for a player.
I had a similar experience in the last 3.5 game I read before moving over to 4e. It was a homebrew setting and I had acutally set up a website with all the campaign info so that people could get a sense of the setting. Naturally, this included the list of gods. This guy wanted to play a cleric. No problem. But then he shows up with the Forgotten Realms book and wants to play a cleric of a very specific lesser deity from that setting.
When you DM, you bascially give up all the fun of developing your own character and seeing it grow and delop over the campaign. Since NPCs generally come and go and are basically just plot devices, the setting itself is the DM's "character". So you decide what classes, races, equipment, etc. are in and out in order to set a tone.
When a player totally ignores that, it violates part of the cooperative storytelling that makes the game fun. The DM deserves some allowance to see his or her unique setting design contribute something to the game.
(Of course, I am not talking about an overly rigid, overly restictive DM that houserules everything to the point that you can't even use the PHB as a viable tool anymore. That's too far in the other direction.)
In my experience the players who always want to make "Freaks" (and I say always, because I think most of us do it on occasion and it can be fun from time to time) have troube with recognizing setting aesthetics and/or the concept of cooperative storytelling. Everything else in the game is just a passive medium for them to execute their character concept. They also share a little bit of the "Old-Schooler" in that if its in the books, they don't grasp why it may nevertheless not be a good option for a particular campaign.