Fav:
Shooters ("Shmups" sounds like a dirty word. Thunder Force FTW BTW)
RPGs (Dragon Warrior/Quest FTW)
Action/Platformers (like Castlevania, Ninja Gaiden, etc)
Least:
First Person Shooters (They get me dizzy and they lack originality. I swear 95% of them take place in WWII)
Sports (If I want to play a sport, I'd just go outside)
FMV games (like the crap you see on Sega CD, 3DO, etc)
Non-Games (aka Monkey Island and Snatcher-type digital novels. I rather read a book thank you.)