Sci-fi.
Good god I adore sci-fi. If a game is sci-fi and, you know, not shit, then chances are I'll enjoy it immensely. This extends to movies and TV series as well (anyone else watching BBC's new Outcasts series? That's amazing).
I've noticed that, when it comes to artistic innovation (which, I should point out, is different to gameplay innovation), sci-fi is pretty much at the top. Fantasy has potential, but there are a lot of Tolkeinesque creations, which get old after a while - the most imaginative I can remember a recent fantasy universe getting was the book "Wizard's First Rule", by Terry Goodkind (though I have been warned the series leaps off a very high cliff in quality after that book, so I'm staying away from the rest). Modern warfare-style games can be interesting, what with all the state-of-the-art military hardware and stuff, but I often find it a little boring, to be honest. Historical games are often interesting (when they aren't the hundred million billion trillionth WW2-based game, that is), considering that I've always been interested in history, but you can't really call them innovative or imaginative.
Sci-fi can, done right, involve genuinely interesting, imaginative ideas; great visual design; big and expansive backgrounds (which admittedly can also apply to fantasy, in cases like Lord of the Rings which has a mind-bogglingly fleshed out backstory); and new and exciting guns. OK, so that last one might be a bit superficial, but it's often true.
Mass Effect has all of the above, but particularly excels itself in the background department. Halo is likewise, except that its strong point (by these criteria) is its art style. Homeworld lacks the background (pretty much entirely, if I'm honest), but makes up for it with outstanding quality in all the other areas (as well as just being a great game in general). These are my favourite games, and them being sci-fi isn't just a coincidence. I find it far more interesting than all other genres/settings. I'm not sure who is to blame for this - perhaps you can blame my dad, who is also a big sci-fi nerd.