If I really had to choose a genre as my favorite it would probably be Dramedy (ie: Eternal Sunshine of the Spotless Mind, About a Boy, Adaptation etc.)

But for the most part I enjoy movies from all genres except Horror. Not that I don't enjoy a good horror movie, it's just that I'll literally have nightmares for months after I see a scary movie, even if the movie is pathetically UN-scary *shrugs*