For me my favorites are shorter games and party games. Stuff like Bang! or Cards Against Humanity and Say Anything and Munchkin. Quick games that you can play for a while and that stay fun the whole time.
I also really like abstract games, stuff like GIPF, Go, Gemblo, Hey That's My Fish, Pentago, Tsuro. Not fast games all the time (damn friends taking years to make single moves in Go when I tell them the game is done already and they can just stop playing), but fun and strategic. Oh, and if you want something cool check out Khet, you shoot actual lasers in that one
I've been getting into a few other games now like some deck-building ones (Dominion, Resident Evil) and some coop games (Ghost Stories (which is awesome and crazy impossibly hard) and Pandemic), but I am expanding my horizons a bit.
Also been doing a few kickstarters which I think is a pretty good idea for board games. So far I received Gemblo, Kanzume Goddess and Tentacle Bento (sort of kickstarter) from there. I'm waiting on a couple more too that should come out soon.
One of my big issues with some games is time... I can barely pay attention to a single game that takes 2 hours to finish... That means, no matter how awesome Twilight Imperium may be, I'll never play it because it lasts 8 hours. I played through a game of Shogun once (which is a great game) but by the end (almost 3 hours) I couldn't take it anymore.
I'm always looking for more games though. Yesterday I just ordered a few and I'm starting to make a wishlist of games for future orders. I hope to have a room filled with board games eventually :p