I have to agree with Maxim on Fantasy being easy. It's the easiest but it's not the one I enjoy the most.
I write a lot, always have since I was tiny, but never to the quality I'd like. I'm always trying to extend myself, writing more, writing less, writing better, writing more efficiently, making readers think, making myself think. I prefer to research whatever I'm doing if I don't know, for fantasy I usually don't have to, but for anything with a psychological angle I definitely will, and I suppose that's my favourite genre.
For example, at the moment I'm writing a (currently 12000-word) piece of fan-fiction (Marina and the Diamonds "Electra Heart" era, all the videos and music tell a story but no-one knows the right order, I myself have three different theories), which could also fit under drama, but it plays with the reader, because the narrator is completely unreliable. Half the time she's so neurotic her view is warped, the other half she's pretty much psychotic/chaotic/a hot mess. It's a challenge to write on so many levels, I've been working on it for two years and it's still not finished. One problem is that Electra has a life to her, and she absolutely wants the story to go her way (apparently, despite being a criminally insane maniac, she does deserve an ending with an Oscar, because she's done absolutely nothing wrong. Next sentence she explains why exactly it was necessary to throw a rival under falling rigging. This is what I get for also being insane, and letting characters talk in my head. On the bright side, everyone who reads it loves her, so maybe my method works). I'll probably never complete it, but I love working with it, throwing it about and looking deeply into the psyche, which I feel is what the original work was about.
So pretty much I'll work with any genre that challenges me and makes me think!