My favorite genre, by far, is RPGs. More specifically, I favor JRPGs (whether they be Action-RPGs or a traditional turn-based affair). Other than Fallout 1 & 2, I haven't played many WRPGs.
My least favorite genre is FPSs and sport games.
Before I go talking about why I like/dislike them, I'd like to say that this is just my opinion. If you happen to like FPSs, then that's great. I don't have a problem with that. Different strokes for different folks and all that.
With RPGs, I like lengthy and multifaceted plots that take place on a grand scale, unique characters that I can build up over time, and vast worlds to explore. Compared to that, FPSs come up as boring and shallow, in my opinion.
I'm not really the first-person perspective. I like being able to see my character, as opposed to playing what seems like a floating gun... not that it matters in FPSs, as your always playing some kind of generic soldier/space marine. Aesthetically, if given the choice, I prefer swords and fantasy over guns and gritty realism.
I'll admit it's cathartic to go around shooting the crap out of stuff, to a point, but it's tempered by the fact that I'm just not very good at FPSs. More often than not, I'm the one who's getting blown up (if you've seen the "I Suck at Call of Duty" video, that's pretty much me).
No matter the genre, I prefer single-player, being pretty introverted. RPGs, among other genres, usually cater to that, but genres like FPSs seem to be focused more on the multi-player experience.
As for sports games... well, what can I say? I'm your stereotypical nerd who's never been interested in sports, whether in real life or a video game.