Well, I can definitely answer to this:
1: Like many others, I love to customize my character in any way I can. Face, gender, body type, armor and armor colors and patters if possible. Better yet, let me play as a cool alien. Because hell, I'll always like aliens better than humans. I'M a human, and compared to aliens humans are boring.
2: In sci-fi, cool aliens. In fantasy, more than just elves and dwarves. For bonus points, make the elves and dwarves unique somehow.
3: In any kind of shooter, guns that are not only good looking, but fun to use. To borrow the Blizzard mantra, "Easy to use but hard to master.". Prime examples: The F2000 from Modern Warfare 2, and the Mattock from Mass Effects 2-3. For bonus points, make it so I can tweak the performance just the way I want.
4: Again, going from Mass Effect, deep characters and great interaction. If you can make me cry when a character dies, or make me really laugh when they make a joke, or just end up being unintentionally funny, you're doing it right.
5: This could be part of the point above, but I think it deserves its own part; Strong, well-characterized Female characters. Don't just make them men in drag or with bigger chest-plates, but actual women with strength. If they also happen to be nerdy and cute, thats icing on the cake.