I like my pulp pulpy. That is to say,
everything from fraternal brotherhoods of Vampires to a Hollow Earth filled with Dinosaurs.
I also tend to start small and get weirder; in the first adventure, perhaps the evil mastermind's lead henchman knows Pressure Points. By the time the campaign ends the heroes have just saved the earth from the saucer nazi's attempt to raise the continent of Atlantis, flooding the coastal cities of the world and bringing artifacts of unknowable power into their hands.