I like a lot of these, actually. I dig drama, romance, comedy, action. But my absolute favorite is science fiction. Get me a good sci-fi and I'm pretty much hooked. This extends to books, tv, movies, etc.
Wow, tough choice, but if I had to choose my absolute favorite it would have to be fantasy. For me nothing beats sitting back and watching, reading, or even writing about dragons, elves, etc.
Drama has always been my favorite. Comedies like Rosario Vampire or Ouran High School bore me to no end. It's basically the same crap over and over with them trying to make up for it with a rushed ending.
Romance...It all depends. I really liked Clannad because it had some comedic elements but it didn't allow itself to swallow up the entire show.
Science fiction? I haven't seen a whole lot of those. I couldn't really supply an opinion for that because it never really appealed to me.
Action is fine so long as it has a good plotline. If it's just random crap exploding everywhere or guy A shooting at guy B for 30 minutes, then it's a turn-off
Horror I have always been a fan of, especially the zombie theme. I'm also a big fan of the Saw series...but ironically, I've never been able to find time to finish it...or the money...
Suspense I used to like a lot like moves like When A Stranger Calls or Red Eye, but lately, I've grown bored of them. They seem to have a predictable plot.
And finally fantasy...I have no opinion whatsoever
I go for iyashikei and slice-of-life. Its pretty much a special genre that with either bore you or relax you. Either way, you will end up relating with the characters
Aren't fantasy and science fiction settings, not genres? All the other examples are about storytelling styles. Those two are about the setting of the work. You can have any of the others take place within a fantasy or sci-fi setting, but you can't have a "pure" sci-fi or "pure" fantasy story. It has to have some other driving motivator. Lord of the Rings' setting is fantasy, but its genre is drama or adventure. The Hitchiker's Guide to the Galaxy's setting is science fiction, but its genre is comedy. You get the idea. Deus Ex - Human Revolution's setting is science fiction, but its genre is action. Slayers' setting is fantasy, but its genre is comedy (primarily). You get the idea. If there is any kind of storyline within that setting, it has a genre beyond the setting.