I like setting themed puzzles, because I like solving themed puzzles. I rather enjoy having to calibrate my antennae as I get stuck into a solve and puzzle out its ramifications.
On the other hand, I generally don't like themes which overwhelm the puzzle and make it a burden to solve. It's very easy for a setter to assume that solvers are going to be as keen on the subject as the setter is, and to compose a puzzle which is great for those in the know but repellent to everyone else. Some of the themes in here are very obscure, and I hope I've clued the themed entries fairly enough to make the solve vaguely educational, but most are subjects people will have heard of. Even then, I try not to assume that they will have specialist knowledge. I am not setting exams, and you're supposed to be having fun. My aim is that the theme should make it more fun rather than less, though of course you'll be the judge of whether I've succeeded.