I’d reply “basically anything if the concept and plot spoke to me, and even sometimes just trusting the writer can write and actually will while effectively communicating is all I really want.” But that’s not really an answer to your/the thread’s question. So I’ll share an explanation for my favorites instead. As it often goes, acquiring taste comes from experience with them. What I find to be true and what happens to make most stories and classics well remembered and popular in the first place is having an engaging conflict.

Dark Fantasy is my bread and butter in that regard. Because not only is it often is the easiest to create it for newer players. (Sci-fi, another I enjoy from time to time, is too often self-limiting as players will try to stick to what they consider to be futuristic/logical. Or slice of life's will also limit themselves on focusing on the mundane like it’s an anime/sitcom. Without having most of the actual reasons watching those are comforting.)

At the same time can be the most engrossing experiences for veterans of the genre. Super Hero and Horror genres would be closest to getting the simplest thing right, but they also have more narrative barriers to break through. 

For brief examples of what I’m talking about, Superheroes are quite easy to make and make well for that matter. But you’ll notice they bleed into each other and almost always are far too similar to one another. A genre over-saturated with tropes and 'a been there/done that' feeling. (May not even be the “genres” fault.) But the people making stories or roleplays about them. Just look at all the new awful DC/Marvel comics made now. (But I digress.) Horror can potentially get into this too. All zombie stories trying too hard to be 'The Walking Dead' or all ghost stories trying to be 'Paranormal Activity'. It’s all mediums that seem to be currently dealing with this problem, roleplaying very much included, is my point. (And Horror from personal experiences also gets too easily screwed up by trolls or idiots.) But still both the genres can be a lot of fun, so consider them runners up.

I also love mysteries and the genre. Maybe even more than Dark Fantasy. But I’ve almost never seen RP versions of even the best of them go without hitches. It’s so easy to screw these ones up, even accidentally.