I saw this thread and I just had to sign up on these forums and give my opinion (and maybe to steer this back on track a little
To me at least, dark fantasy isn't so much about the violence, segregation and sex as it is about difficult moral issues. Sure, violence, segregation and sex have their place, certainly moreso in a darker setting than in a more traditional fantasy game. But I feel that what truely defines the feeling of dark fantasy is the complex and hard issues that can confront the players.
Mmm, lemme think of a way to make my thoughts a little clearer...
Okay, for example, say you have a tyrinical overlord who is set on conquering or destroying the lands around him. In a stock standard fantasy game the heroes defeat him and all generally ends up well. Depending on how the GM wishes to portray this overlord he may have some redeeming traits (such as being an honourable man, or showing mercy to the weak) or just be a sick sadistic man given power. But ultimately killing him is for the greater good and things generally become better.
With a dark fantasy, killing the overlord may result in his nation falling into depression or even ruin. Perhaps he ran horrific and cruel experiments on his prisoners of war which resulted in an amazing and beneficial advances in magical knowledge and/or the healing arts. The people of his nation, instead of being glad they they are now free from the cruel clutches of their tyrant, resent the players for murdering whom they considered to be a hero.
* DA:O Spoilers *
Perhaps the best portrayal of this within Dragon Age Origins is the Dwarf part of the main quest, specifically choosing between Harrowmont and Bhelen. Harrowmont is a good and just man, whilst Bhelen is decietful and willing to lie and cheat his way to the top. And yet if you choose to side with Harrowmont, the dwarves end up isolating themselves further from the surface and falling into stagnation (assuming you don't go with noble dwarf origin anyway). Choosing Bhelen will result in a more prosperous future for the Dwarves, although he brings up his own problems when he disolves the council.
* End Spoilers *
Anyway, better sum up before I drivel on nonsensically for another few paragraphs. These hard choices my players have to make is why I love running this sort of darker themed campaign. I love watching them squirm as they struggle to make the right choice... Or at least the less evil one. I love giving them something to think about as they leave the game that isn't always along the lines of how awesome killing that dragon was.