There comes to a point, though, where enough is enough. Simply because if you take Every sort of facet from every campaign setting, things get crowded.Everything is core. I personally love that mantra.
Dragonmarks, spell plague, draconic prophecy, daelkyr, kalashtar, mul, dragon kings, draconians, lightning ships, earth motes, undead elves, sea elves, kender, dinosaur-riding halflings.
If you have mummy-demi gods and Drow spidermages and Dark Knights and Halfling Abominations and Beholder Cabals all crammed into the same geographical space the size of Rhode Island, they're going to be tripping over eachother's feet. You need to spread them out, geographically.
In the same way, if you have too may things crammed into a setting, it gets Crowded, or it Conflicts. Take for example Dark Sun's defiling and perserving. If all magic defiles (or perserves), then it doesn't make sense to drop in all of Eberron's magi-tech, because the world would be dead ten times over before the PCs can touch anything.
The trick is layering and mixing-and-matching. For instance, the Harpers as an organization works great for Eberron - because Eberron has tons of secret societies and organizations. A Good one of bards and such fits right in.
Another important thing is Themes. If your campaign is about post-cataclysm, the spellplague makes sense. The Draconic Prophecy is a great steal if you want some sort of Fate theme.
But if you pour all the options into one setting, every setting is going to look the same, and there is going to be nothing unifying it all. Nothing tieing it together and making it fit into the setting's history/theme/etc. It comes across as a kitchen sink.
This goes back to me feeling crowded by all the humanoid species plus all the monsters out there. There are so many humanoids, plus so many monsterous species, all of which need food, all of which need space so they're not ontop of one another. If they ALL existed, there'd be overpopulation and no food and everything would die fast. So I have to be a bit more selective on what races are there, what monsters are there, AND where they're all located. Otherwise it comes off as a big muddled mess (and you come across the 21st level monster sitting beside a 1st level village and wondering why the 21st level monster hasn't destroyed everything around).
Going along with the above paragraph, and AllisterH's example, here's what I did: I let my players pick any race, and pull material from relatively any source (and wound up with two revenants, one of which is an assassin, and a hybrid invoker|cleric deva). Then I said:
"The races that you picked for your characters are the only player races in the setting. From now on, if you want to play something else, that race is now either 1) one of a kind (for whatever reason), 2) mechanics reflavored as something else, or 2) member of something New (as in a race just appearing on the horizon)."
This lets me make anything else they encounter that isnt' of those few races very exotic.
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