As a GM, you’ll eventually hear pretty much everything from a player, but the first time you get a player who wants to play something really different might just make you do a double take.

Most times, thankfully, ‘really different’ is just going to mean ‘something outside of that player’s comfort zone’, such as; the guy who usually plays fighters trying a bard or rogue. Sometimes though, you’ll get somebody who wants to play your reality’s version of an N/G drow ranger. Or The Chosen One. Or … sometimes they’ll just go completely off the hinges and want to play a half-demon demi-god of flowers or something equally unsuitable, and you then have to decide if you want to deal with that or not.

My friends, my fellow gamers, my cohorts behind the screen, let me tell you right now that the word you want 90% of the time is going to be ‘no’. You can cite house rules, personal table rules or anything else you want as reasoning, but sometimes, you just have to say ‘no’ and stick to it.
Side note: I know the usual advice is ‘say yes’, but I personally apply that to game play, not character creation, and either way I highly recommend getting a group together for a character creation party so that everybody has at least a basic idea of what to expect from their fellows. This is especially true if you have a new player or someone who is completely new to the system. You should veto any attempts to force someone to play a specific thing, but if you don’t want to GM for a party full of rogues, you should be able to say that once, before your players all get their hearts set on whatever concept.

When you get a player who wants to play a unique character, you can usually compromise and get the crazy turned down a notch or two; talking to them about it about what they want, what they expect and what they’re looking for with the character is a good idea. I have, for example, a personal limit of how much crazy, where unique character equals crazy, is allowed in a party I am running a game for. Usually, that is that one player gets to do crazy, and I discuss the pros and cons of the intended madness with said player so that we’re both on the same page. For example, I was offered a dual-channel priest for a Pathfinder game one time. Now, we have a specific house rule about channeling/using negative energy at my tables, and I was careful to mention that, and what the possible consequences for the character might be; I wanted the pros and cons of this specific use case very clear. we discussed it, some compromises were made, and the player, perhaps foolishly, gave me pretty much free rein to muck about with his history. This is a big sign of trust, by the way.
I cleared some ground rules with him, and then went to work weaving this into the campaign. There was a conspiracy, with clandestine worship and other fun things. There were spies, and a grand sacrifice to the Old Gods was planned.
This actually resulted in some really awesome role play later in the campaign, and in point of fact, the player had a blast with it, even though some of what happened did break his character’s brain a little. They lied to him! And worse! It was horrible.

That willingness to compromise is sadly rare; most people who want to play different/unusual characters just want to push the envelope. Some of them will wheedle, guilt-trip or be very unpleasant about being told ‘no’. Many of them will want to play exotic, high-powered races or classes with no drawbacks or hindrances (this isn’t always a form of munchkin, not all of these characters are as effective or frightening in play as they might appear on paper). For every person who can play a functional kobold PC (those kobold rogues! *shudder*), there will be that one person who decides that being allowed exotic races and gestalt means they have to run caster classes side by side and focus specialization in one element. This /looks/ powerful. It looks scary. What it really is, is really, really easy to counter.
Sometimes, you can work this out, sometimes you can’t, but in the end, sometimes you just have to be able to say no.