I think, for me, this is the biggest point. I've found that it works much better for me to put the responsibilities for the table having fun back onto the players, rather than just on me, the DM. If you want to bring in your oddball character, and it's not going to force me to rewrite my campaign (for example, a gnome cleric in Darksun is a much bigger issue than a gnome fighter. The appearance of a divine casting individual in DS would be a HUGE change), I've become much, much more willing to let the character in and simply rewrite a bit of campaign lore. For DS, that gnome figure would be rewriting the line that so and so killed all the gnomes to so and so killed almost all the gnomes. For me, not a huge deal.
So, for me as a DM, this largely comes down to an issue of player trust. If we agree to play a Dark Sun campaign, and if I set out in my head to think up some myth, setting, schemes and antagonists sufficient to embroil a group of characters in a full campaign, then I'm anticipating exploring that setting. If a player then shows up and insists on violating two tropes of the setting, one of which - being a cleric - is an absolute deal breaker, then that player has pretty much nothing in the bank to draw on. They've got no stored up trust that they can spend insisting on being a special snowflake in the setting and within the party. So the answer is going to be first, "No, neither gnome nor cleric is an option.", and if they are insistent about it, then the answer is, "Heck, no."
One thing that rubs me the wrong way is always wanting to play the aberrant character. Drizzt Do'urden would be the classic type here. You want to play a Drow, but its not an evil drow. He doesn't believe drow things. He doesn't have drow mannerism. He doesn't have drow tropes. He's a ranger that is specialized in a non-ranger, non-drow weapon. And he's brooding and all emo. This is not a pitch that builds trust.
And the thing is that all of those characters that play purely against type are not nearly as creative as the average 17 year old thinking them up thinks that they are. What you end up with is the main type you are playing against is non-existent. You end up with the entire race or class or archetype been known for playing against its nominal type. Every Paladin is a jerk that gets around to being nasty, stupid, and falling sooner or later. Every evil race is known most its good members. While Planescape: Torment was a very good computer RPG with an engrossing story and great level design, one thing that did bother me a lot about it is that it eventually carried its schtick of every character playing against type so far that it got to be redundant and unsurprising. Not one single character in the story actually plays to type, so that for the vast majority of people who are only going to play the game their entire experience of numerous races of monsters is going to be of something that is the opposite of their nominal nature.
That at some point just isn't creative. It's essentially a very cartoonish shorthand for making memorable characters. And there is a time for that, but on the whole it's not good writing and it can clobber an otherwise really good story. I can think of several examples in fiction - the ensemble cast of 'The Sparrow' is filled with simplified cartoonish characters with exaggerated against type traits that ultimately ends up reducing the sympathy the story requires we have for the characters. Robert Silverburg is one of my favorite authors and he's known for writing really deep thoughtful explorations of the concept of identity. One of his works takes place on an alien world were the concept of identity is banned, and self-referent pronouns like 'I' and 'me' are deeply injurious profanities equivalent to say racial slurs in modern times. But the otherwise wonderfully conceived story is just beaten with a hammer by the fact that the only window we have on to this society is a rebel within the society that has escaped its constraints. So the conceit is ruined, and the only real experience we end up with is someone playing against the type of this alien society, which makes him just well... ordinary.
Now simplified cartoonish traits definitely have a place in RPGs for making memorable characters, but its really easy to go to far with that. Mostly those characters should be minor characters that don't stay on stage long enough to wear thin, unless you can really think of something completely novel and nuanced that transcends the cartoonish concept. And, therefore, the PC's are the characters that I think should least be drawn so thinly and lacking in nuance.
But if a player impresses me with his ability to role play and bring alive characters that make me want to root for them and make me care about them and which generally enrich the game, then if that player whose played characters that are just good characters without being spot light stealing special snowflakes comes to me and says something like, "I've got this really odd idea, and I'd understand if you'd say no to it, but I had this idea for playing a character who was the last surviving gnome of Athas.", then I'd probably say, "Ok, that's a bit of a stretch, but tell me about it." If you build up some trust by showing me you play well with others, that you entertain others, that you share the spotlight well, and you can handle intraparty conflict maturely and consensually, then yeah, I might be willing to break the rules for you. But, get all in my face about it? Forget about it, or find the door. I left behind all that drama in high school, and as a DM I've got five other players (on average) I'm responsible to and who rely on me to not let one player bully the rest of the group so he can have his own way at everyone's expense. Fortunately, as I said, even my high school friends wouldn't have tried to pull a stunt like insisting on a gnome cleric on Athas.