When it comes to writing, I'm primarily interested in near-future settings, whether or not there are elements of cyberpunk involved. With that said, I'm happy reading stories set in any setting, so long as the writer is able to make the setting convincingly believable.
Case in point, I would highly recommend Marie Brennan's Lady Trent series - it can be likened it to Charles Darwin's On The Origin of Species if Darwin studied dragons (the only fantastic part of this historical fantasy), written from the perspective of a female expeditionary naturalist struggling against the mores of a Victorian-like society.