Some ideas about what might be in the world out there. Now, I feel that it should mostly center around humans, so I really don't think I'd like stuff like elves, vampires and stuff like that in the thing.
Demons would be nice. I don't want to go for the Christianity view of them, so I imagine them just like beings from....somewhere else with their own agendas, who will be able to provide knowledge, power and other perks for the right price.
Eh, the Fey can be done really well, but I don't seem them working in here, so no.
No. Not a fuckin' chance in hell.
Could work, I suppose, but they are a bit too overused (even more so then the rest) so no ghosts.
As already posted before, I really like the idea of humans being able to draw power from gods, so there will have to be such running around the place. I suppose only a few of them would still be around in modern days, with each one having their own agendas and needing humans to do most of the work.
I'm all for werewolves, but they just won't work in this, so no. However, humans being able to become possessed by animal spirits and become faster/stronger/have keener senses - it would fit well with the whole "gaining power from somewhere else" theme.