I'd make a setting with firearms, repeater crossbows, dinos, weird aberrations, steampunk worlds, airships, golems, grafts, mech and all sorts of crazy stuff in a heartbeat. Don't get me wrong, I like more traditional fantasy, but I generally get my ideas by making images that immediately strike me as awesome then extrapolating from there. Kitchen sink-ish, but a lot of it is grounded in knowing that medievals had a lot more tech than we often give them credit for. The rest is that, given the presence of magic, I can see a lot of different things being around that would otherwise break people's assumptions.
However, it's not a given that I'd have 'em all. Given a tightly focused, themed campaign, I'll restrict my options down quite a bit. For example, for a Conan-themed game I'd probably limit things down a bit; a lot of stuff won't work in that specific type of setting, because it doesn't emulate the source material. That particular campaign would probably be a more aberration-, undead- and reptilian-focused campaign, with few casters present and what few there were high level enemy casters. I'm not sure what the mix would be, but for non-human, non-animal fights, those would be the monsters I'd probably pick. (Actually, 4th ed. might be good for having some conan-esque stuff going on, since the cleric won't be so much of a required class. Bring on the mighty thews and ophidian beast-men!)
In short, it's all campaign setting dependent, with a few exceptions. I kind of find "PC Killer" monsters which are only built to kill PCs and not built to be interesting annoying, as well as monsters which are obviously designed for the sole purpose of ticking off the players. (Rust Monsters, et al. Mearls's remakes might not tick off the players so much, but they annoy ME for bookkeeping reasons.) Obviously silly monsters, such as the Gelatinous Cube, I'm OK with, if they're easily rationalizable within the setting. I might change some of the fluff to make it slightly less non-sensical, but that'd be it.
Also: magical girls in Ravenloft? bizarre, not immediately sure how that'd work as a campaign, but... I suppose it'd work. Actually, never mind, i just remembered something that is totally on-concept that I've seen before. So now that I think about it I could probably DO it, given a group and a real desire to GM it. And it wouldn't even need Lovecraftian, tentacled horrors!