Epic adventures oftren require some extensive world-building exercises, exercises which I'm admittedly burnt out on. I GM enough games as is.
I'd actually prefer to do something more interpersonal, maybe even introspective. Normally, I'd like to establish a theme and explore it. By "theme", I don't necessarily mean a simple genre label either, such as
horror or
fantasy, but rather the tackling of tough questions that allow characters to evolve:
Who am I?
Will I ever love again?
When the mind can inhabit any vessel it desires, what becomes of identity?
What are my ultimate limits?
How do I protect what's precious to me?
What do I want in life?
Lawrence of Arabia comes to mind as a doing this kind of thing quite well.
It's the common thread the ties together the story. The setting and genres are incidental details of how one explores such themes.
Honestly, I'm in this for the raw human connections (i.e. emotional, economic, physical) among an interesting cast of characters, not solely the action, adventure, or romance.
Edit:
TL;DR - Not really in the mood for the grand adventure stuff. And after thinking about it a bit more, something focusing on self-discovery or identity sounds really appealing at the moment.