Tough one. I really love JRPGs and WRPGs, but I feel WRPGs tend to offer greater customisation of your character, allowing you to craft your own story. Dragon Age and Mass Effect rank very highly.

Action RPGs are fine as well, I guess. I prefer pausing combat when I want to, which I'm not sure is always a feature of them (I can't even think of any examples of ARPGs that I've played).