<p>When I am creating a new database table, what factors should I take into account for selecting the primary key's data type?</p>

If using a numeric key, make sure the datatype is giong to be large enough to hold the number of rows you might expect the table to grow to.
If using a guid, does the extra space needed to store the guid need to be considered?  Will coding against guid PKs be a pain for developers or users of the application.
If using composite keys, are you sure that the combined columns will always be unique?