More often than not, my ideal campaign is whatever big idea I have at the moment.
But the major style I keep coming back to is deep, interdimensional psychological horror ala Silent Hill, wherein reality shifts and madness and metaphor take physical shape.
I keep coming back to it in our modern games, and even in our PF games. I have set campaigns like this in the modern world, in an otherwise straight-up fantasy world, and even during the American Revolutionary War. I find the psychological aspects of this sort of horror endlessly compelling.