I said for a long time that I never wanted a TWD because I didn't want the theme in my house. Finally the game play has won me over to the point that I'm considering whether or not to get it or MET, another theme I'm not wild about, as my next pin. So game play is probably my #1 criteria now.
That said, I have a fondness for the really WTF themes. Like Alien Poker: "Hey, space is really popular and so is gambling...I know what we can do!!!!" Or TX-Sector--I keep playing that machine just so that I can stare at the artwork and try to figure out what the theme is supposed to be about, beyond the obvious "sci-fi" part.