This has been quite a bone of contention the previous times that it got mentioned on this blog, but since I haven't ever really written about it myself, I thought I'd put my opinion out there.
So... you wrote a book. And it was beautiful. And unique.
So unique that it transcends genre.
After all, who are those evil corporate monsters to push your baby into a box that it never will comfortably fit?
Well, beloved searcher, while I have no idea what you were thinking as you typed today's phrase, if it sounded like the above, you might want to look into going through a mind-shift.
For more than one reason:
First one would be if you want to trad publish, you want to make your book as easy to sell as possible. The easier it would be to sell, the bigger chance you'll have of getting published. Publishing houses need to know which shelf your book needs to sit on. And it can't sit on five different shelves. Because that would be stealing space from the poor person who wrote a simple but beautiful story that fit in only one genre.
Ha, you might say, I want to self publish. Excellent point, searcher. Except, we humans are silly creatures. You say: Epic romantic fantasy dreamscape with sci fi elements. We read: MESS. This is not a poTAYto poTAHto scenario. Besides. I think it's a lot better to be pleasantly surprised about what's in the book. Rather than reading every single aspect of it while perusing the synopsis.
But MISHAAAAAA, you might say, my book does not fit into a genre. Why am I going to put a square peg into a round hole? My answer to this is simple: Guess what. Most people's books don't fit exactly into a given genre. If they did, there would be no variety. Monotony is boring. Boring is bad. BUT, there is hope yet. If you stop being so worried about insulting a few strings in your storyline, you'll find that some of those holes you mentioned are more square than others. Your peg will fit. Maybe not exactly, but close enough.
So... go for broad strokes. No story will be exactly equally fantasy/thriller/romance or whatever. If you sit still and think about it, one aspect will be bigger than the others. Do you worry more about the epic world than the thrill or romance? Then it's a (thrilling but never say this) fantasy. If the thrill is more important, it's a thriller (set in a fantasy world). If the story would cease to exist without the romance, it's a romance (set in a fantasy world). Not that hard, is it?
Or perhaps you're not dead sure about what genre you're supposed to go for. In that case, there's a useful genre map.
How did you decide on your genre?