Like Syn already said, I would also stay away from made up races. The other are fairly okay, but I see a few thing to consider.
We have not that extensive Lore on Tuskar. So it will be hard to get a feeling for their culture, which is an important thing for good roleplaying.
Constructs and golems afaik lack free will, so you would need someone to control them, and they would be a sort of pet more or less.
Broken are completely feasable. Like Mag'har they are just a variant of a known race, albeit with different cultural implications.
Imps are also complete fine, but you either would have to play them as part of the Burning Legion, which limits you to a chaotic evil character basically. Or you could again go for the pet variant. (Bloodpact with a warlock)