These stories are surprisingly varied. They aren't just about werewolves and vampires anymore, though you'll find plenty of those. I've been noticing a lot of dragon shifters in romance lately, like in the 'Fireblood Dragons' series. The whole dynamic of a primal, possessive creature trying to court a human is built for intense, possessive energy.
For something less mainstream, try 'A Soul of Ash and Blood' which pairs a jinn with a thief. The magic system there directly fuels the intimacy, which makes the connection feel inevitable rather than forced. Mermaids and fae are also big, but the fae stories often lean into that cruel, manipulative seduction which can be a specific kind of thrilling if you're into power imbalances.
Honestly, the creature's nature needs to matter to the plot, not just be cosmetic. When it's just a human with fancy ears, I lose interest fast.