Although, I do like the setups in series such as Young and Anal. They are always funny, and sometimes help with the fantasy. I hate perverts.

I just watched Teen Meat 3 by Evolution Erotica, and very much enjoyed their setups. Sometimes setups really help wih the fantasy, but they have to be what I find appealing, and that is different for everyone.

I also enjoy straight fucking/degreadation with no setup. It just depends. I wouldn't want one or the other exclusively.