Here is my opinions
Set Up- Neat, but since I don't have 20-20 vision and I see mainly through my left eye I would prefer it stick on the left side of the page, perhaps you can change its positions in the option menu (left, middle, right)
Loading Animations- Neat, would be cool if it would play the brick 'click' noise when you see it.
Loading Screen- I dislike it cycling your pictures there instead. I think the main menu should still do that. For the loading screen with game modes, now I think it would be better if there was a set of pictures for each game mode it would cycle instead. The pictures would be part of the game-mode file so you could look in there for them.
Selection Set Up-
Game Modes: I dislike this one for various reasons. First of all with the set up you suggested you have to scroll to get to a certain type. in some cases this could be a hassle. How about a design where there is a minibar at the bottom showing all of the game modes. You select one and it appear taking up about a 3/4ths of the screen. It will also list information, name, author, ect. The set up you show barely fits anything in.
Server: Ok this one simply doesn't show any information about the server, just a picture, host name, and server name. There is also no filters or options to change server presentation layout. Considering this is a new style for the menu I think it would be cool to add in a favorites list and another list that shows servers hosted by people who you have build trust with.
Player: Just make it full screen. Or the largest square possible that can fit into what you have.