Coherence before anything else. All must make sense and be there for a reason, not just for the sake of satisfying some fetish. It should make the story move forward.
That said...
*Do not make a Mary Sue\Gary Stu. The character is not you and they never will be. Don't shape them into your ideal partners image either. Let them have their own distinct personality and let the players see that too. Too customizable or MC's with a flat personality for players to project onto come off as bland.
*Vulnerability on MC's part. I strongly dislike allmighty protagonists that are never frustrated or defeated, just because some players want their little power-trip. Make him or her relatable, conflicted, flawed... I insist: Gary Stus like Kvothe from Kingkiller Chronicle are simply boring. Give yours a real motivation to be the most despicable mf ever. "For the EVULZ" is not good enough. Have they ever felt impotent against something\someone? Humilliated by\in the shadow of a brighter sibling or an acquaitance?Are they aiming too high for their real capacities...?
*Body horror. You can't go wrong with it. The more gorey, the better. Make injuries either permanent or remaining at least for a while. Transform their limbs to serve a purpose, or art; make the characters witness with awe and fear how they are losing their humanity or getting rotten before dying from their infected wounds or terrible, unknown diseases.
*Make hunger\insomnia\thirst have effects on the characters, growing with each passing day, until they start contemplating taboo alternatives... Then make it an acquired taste.
*Subvert the expectations of the genre: the damsel in distress can be a vicious killer that was going to get her comeuppance until you unknowingly rescued her, you faithful companions are waiting for you to finish the quest to assassinate you and get all the credit for it themselves, you kill a bunch of innocents under the pretense that you were doing God's work...
*If you include rape, be brave and don't make it any pleasant for the one on the receiving end. Don't turn them into "addicted to rape". That's absurd. Rape is not pretty or enjoyable for the ones subjected to it: it breaks minds and generate traumas for a reason. Make it filthy, crude, harmful and causing injuries. If they endure it repeatedly, they'll will get used to it, maybe prefer it to death or worse fates and stop defending themselves, but never ever like it.
*Humilliation is not about getting naked and raped in town's square before your loved ones (that's overdone and an absolutely bore) but more of a custom thing, different for every character. Find their boundaries and break them according to that. That will make it all the more fulfilling.
*Bad ends that are actually BAD: not just sex, but something so twisted that would make players think their choices twice.
*Include the darkest fetish on this web: HARD NTR. The people in "your" harem will make out among themselves and exclude you, or lust after somebody else as you go conquer more harem members. Make them jealous, naggy and violent towards each other, so murder-happy that the carnage will go on until just one guy/girl is standing ... Force MC to choose between multiple lovers, making the rest unavailable for sex or love for the rest of the game, and then have than LI fall hard for a different person. Create a Dom\Domme that demands MC's exclusive affections and attention, while they do whoever they like... or even better: the other MC's LIs. Throw an eunuch that isn't such in as the guardian and protector of the chicks, and then make MC return to find them all pregnant and congratulate himself on his own virility, none the wiser. Turn the bastard offspring into the apple of his eye and his heir...
*Gay content, please. Tons of it, with a variety of humanlike body types and personalities if possible. (Although this I would ask for any kind of game, lol)
