This is an interesting question - but as arjunstc says you are being a bit vague.
I lost the Warhammer Fanatasy mojo a few years back and have been exploring and experimenting, and although you mentioned 'modern' after renaissance, I looked at that and found it unappealing.
First rule was that I stayed with 28mm, so there was ample opportunity for figures to be used in more than one way - so Vikings as Middenlanders for example, and secenery like hills and woods would be interchangeable.
Then I looked at periods.
Once you get past renaissance you are very much into muskets, and bayonets, and so Napoleonics seems pretty much all the same units on each side.
I think I decided that although I once liked big units of Empire troops, I did try to model them as individuals as much as possible, with each figure being a bit different even if they were all halberdiers.
However Napoleonics for example seems to be all about uniform uniforms - badum tish!
To me it is all pretty boring apart from one period which I have been looking at which follows on from what Delthos just said about the Wild West - I did get the Legends of the Old West book, and the follow ups - Blood on the plains, and the Alamo - and just recently I bought Muskets and Tomahawks and some French Indian Wars figures.
Both these settings allow games from small warband skirmish up to larger band/small army fights, and have lots of nice varied figures.
That's the area of interest of the last couple of months - before I mainly went back from the renaissance period.
I find the Late Roman / Dark Ages to be very interesting and again you can play smallish skirmish games of SAGA, or go to Warhammer Historical rules sets like 'Age of Arthur' or 'Shieldwall' - lots of figures from lots of companies - and cheap too with Gripping Beast, Conquest Games, and Wargames Factory plastics.
Medieval periods through to War of the Roses are also quite interesting, mainly because of the Perry minis - they just make me want to have them.
You probably need to make a group decision - either get other members to bring figures they may already have, or collect l;oads of pics and have a get together to see what rocks your communal boat.
The main point I would make is pick a period where you can play a variety of rules sets.