I love it all, but I have the most fun when I can immerse myself into my character and interact with weird stuff in the game world, like strange magic nodes, tricks, traps, portals, mysterious items, interesting terrain and hazards, puzzles, etc. Add combat, or interaction, or both to that and then the fun ramps up.
But, most of all, the fun is interacting with other players and the DM. The social aspect is awesome. Some of my best friends are people I’ve played with for years.