It's difficult to say in the sense that there are both stellar and utterly atrocious examples in every single genre. If the game is good, I usually like it regardless of the genre that it is in.
But since I have to choose, I would have to say a combination of JRPGs (including subgenres) and Fighting games.
Fighting games because, quite frankly, I find them to be one of the few competitive genres that actually requires a decent investment of time to gain even a little bit skilled at it. Not only do I love it because you get to see a lot of flashy and occasionally inventive styles of play, but also because there is honestly a ton of mental work that players put into the game (at least when they try to play competitively). You need to understand the game's individual mechanics, the distance between you and your opponent, where you are in the stage/arena, what you can do in those situations, when to go on the offensive, when to play defensively, how to control your opponent, how to limit your opponent's control over you, and all the quick decisions that need to be made in a fraction of a second. When you get a good match going, with two people really giving it their all, it's quite a rush.
JRPGs mainly because they were my main genre when I grew up. There's a lot of nostalgia for me in that genre. It may be a really stagnated genre right now, but you used to see all different kinds of battle systems and skill systems and even the occasional surprise (like when crafting first hit JRPGs) that were really unique at the time. Sure, the stories often felt predictable (at least to some basic degree) and there was a lot of recycling as far as plot was concerned, but I didn't care because I just enjoyed the ride. It's kind of a shame to see just how much farther down the niche road the genre's gone without doing anything to make it stand out again. Even so, it's impossible for me not to love my favorite genre growing up.