If everyone is playing something different, having multiple independent plots will strain the GM unduly and result in a bare mimimum of player interaction.

Again, I'd recommend the setting be "generic dark fantasy" styled after World of Darkness, so we can take what we want and leave what we don't, according to player preference and plot convenience.

To tie together a bunch of different characters, perhaps the plot could involve some sort of supernatural contracting company that employs our characters? I've seen that done well.