I would say that I prefer stealth when the game is built around it, or rather I should say when the stealth is done well. In games like dishonoured I play it stealthy because it feels good to do it, in games like the elder scrolls series I don't stealth it because the stealth system is abysmal and just doesn't feel right for the game.
I love the feeling of having taken out a whole group of enemies without any of them knowing I had been there at all, but it is somewhat ruined for me when they penalize you for killing people -_- I don't mind being penalized for killing someone noisily or messily or for killing an innocent but when you're punished for killing someone who's clearly a bad guy it just makes me feel like the game is trying to ruin my fun, it also usually means that there is a binary moral choice system which just makes me feel ill.
Having said all that there are some cases of total reversal of that situation, where I will 'rambo' through a stealth game just because I feel like doing it. For instance with MGS 3 on PS2 I would often take off snake's shirt put on the zombie face paint and run around with a shotgun role playing as some crazed lunatic going on a killing spree. I think it all comes down to how you're feeling at the time, I don't think anyone always wants to stealth there way through stuff when they can just go crazy, but by the same token going crazy all the time should really start to just get dull after a while.
Can we all at least agree that poorly implemented, forced stealth segments in games that otherwise do not have stealth game play in them really, really sucks? LIke seriously screw that. *cough*oldharrypotterseries*cough*