I think the best stories contain elements of all, if it helps, I've always been a fan of stories with a very defined plot, i.e. Problem -> journey to solution -> solution. Final Fantasy games spring to mind. Good mix of all of the above.
I watch a ridiculous amount of films, and I'm interested in a pretty broad range of genres, so fire more or less anything my way, and as long as it's well written, and looks nice, I'll probably enjoy it.