When it comes to options on a PC game I have a ... I don't know if you'd call it a guilty pleasure? But, I've become so accustom to my hotkeys in League of Legends that I often relate my hotkeys to other games that have skill-bars as well.
For example, My Abilities in LoL are mapped out. A - S - D - F - G - H
A = Ability 1
B = Ability 2
C = Ability 3
D = Ultimate
G = Summoner Spell 1
H = Summoner Spell 2
With the above in mind, I try to do the same thing in other games. Like, I just picked up Runescape again and, while the schematics of the game don't allow a perfect mirror of my LoL keys, I've basically emulated the same thing in a different way.
ASDFGH is to League of Legends as 123456 is to Runescape.
They're virtually identical and only differ in their positions on the keyboard itself.
So yeah, that's the PC spectrum of options.
In console games, however, I like to mess with anything they allow. I usually keep the difficulty on Normal, unless I feel confident to strap on my junk and play on Hard. I also like a game to be really bright. So, with that said, I obviously fiddle with the brightness. On FPS', I like unrestricted gameplay, so if there is graphic content filter, I'll automatically flick it to unfilter. Uh. If the game provides it, look sensitivity.
In RPGs I usually don't touch too much, maybe the controls and screen designs if I feel they're really gaudy.
Fighting games, I have to bind the controls on my Arcade Stick to be identical to any other fighting game setup I use with it.
That's about it really. :)