Planar structure. The Great Wheel is a terrible cosmology. It's an attempt to systematize something that shouldn't be perfectly systematic. Simultaneously, it's trying to be an "all myths are true" universe where Heaven, Nirvana, and Asgard all coexist, while also having a bunch of weird and largely unnecessary gradations that come across much more as grid-filling than as anything productive. (Do we really need Acheron, Hell, Gehenna, Hades, Tartarus, the Abyss, Carceri, Pandaemonium, and Limbo? Do we really need Nirvana, Arcadia, Celestia, Bytopia, Elysium, the Beastlands, Arborea, and Ysgard?)
No game I have run, or ever intend to run, will use the Great Wheel. Some may use the World Axis, because it's a dramatically better cosmology, but a tad too specific to be an always-on choice.
The Weave. Pretty much the same concerns as above. It honestly baffles me that this has become a "default cosmology" thing--the Weave is so weirdly specific. It would be like if the magical bells from Garth Nix's Old Kingdom trilogy had become a default expectation of how wizards cast spells. (Which, don't get me wrong, I love the books and their magic system! But it's very setting-specific.) Having one singular uber-deity of magic and a literal thaumaturgic field that permeates reality is just...really limiting. Those limitations can be leveraged, to be sure, but much of the time, I want greater freedom with my writing.
The behavior of devils and demons. The devils and demons of standard D&D cosmology are ABSOLUTE IDIOTS. Mine are almost totally different, because they're a hell of a lot smarter and MUCH less likely to shoot themselves in the foot. They are abstract creatures, for whom symbol and significance are way more important than paltry mortal concerns. Mortal souls are either a consolation prize or the slowly-ripened fruit of a long relationship producing a servant at the end, not something so greedily sought after that it gives every fiend ever a bad name.
Dragons...sort of. See, I love dragons. That means I want them to either be EVERYWHERE, or I want them to be special. My current game favors the latter. Other game ideas I have favor the former. In my current game, the party has met exactly two dragons, and the second was only met very recently, after four and a half years of play. There is technically a third dragon, but that's an enemy secretly hiding in their city, so they haven't "met" the dragon properly....as far as they know. As a result, the two actually-met dragons in my home game have some mysterious connections to higher powers and are generally very congenial, but more than a little cagey about their exact nature. Not because they want to deceive, mind, but because there are things they've promised not to do, and "reveal X piece of information" is sometimes on that list.
Deities...for my current game only. Of the religious beliefs known to the party, there are some animist/ancestor-worship traditions (a variety of these from various places), a monotheistic religion and its main heresy (the dominant religion of the area), and a sort of hybrid-form religion which recognizes all the animistic spirits and other celestial beings as members of the Celestial Bureaucracy that is ruled over by the August Jade Emperor...and thus effectively monotheist. But in general I actually like deities...so long as they're handled more like the 4e way where they are in some sense "living, sapient concepts" rather than the rather dull "Olympians in the playground" style.
Medieval Stasis. I'm not opposed to a game being medieval. But I prefer to allow things that are from a broader range. Guns and such are perfectly valid, and in Jewel of the Desert you can see the very very earliest first inklings of an industrial revolution on the horizon, but it hasn't actually "arrived" yet, so to speak. Part of this is because human society basically had to completely rebuild itself from the ground up, other than the buildings themselves, when the genie-rajahs packed it up and moved to Jinnistan, their new country in the elemental otherworld.
Saying no. Obviously, I do still say "no" now and then. But I have found a lot of more "traditional" DMs...well, frankly, it comes across like they're gleefully rubbing their hands together and grinning at the prospect of shutting down any idea proposed after 1975, and that they have an incredibly dim, disapproving idea of even basic player creativity when it comes to re-interpreting things or doing something unexpected. I am a HUGE proponent of "say yes or roll the dice," and as a general rule I favor keeping "or roll the dice" only for things I really can't justify just giving to the player. It may be permissive, but I find it permits a way more interesting, engaging, exciting game.