As a player, I don't have a style per se.
I compare preferences for RPGs to preferences for foods. I like mine diverse, spicy, and varied even within a single meal. As a player or consumer of RPGs, I don't care that much about the style provided the game is well done. Just as I can't say if I prefer Thai to Venezuelan, or Indian to Italian, so to I can't say whether I prefer tactical games to more story oriented games, or games which are primarily about exploration of setting over games primarily about exploration of character. Can the GM deliver on a fun experience is all I really care about.
As a preparer of RPGs, I prefer games that play to my strengths as a GM and - as I've learned over the years - cater correctly to groups of the size I currently have. The sort of game which you play with 6-8 players at the table is a very different one that you play with just 1-2 players at the table. I think my strengths as a GM are verisimilitude, strong NPC characterization, strong rules smithing skills, and a sense of fairness. This favors games with a strong setting exploration emphasis. My biggest problem is pacing. It's not that I can't generate stories through a natural process approach, it's that stories created in this manner often develop and unfold rather slowly just as they do in life.
Games which address issues of pacing and story creation overtly I find myself continually fighting with the system. They just aren't comfortable for me. I attribute that in part to my natural skill set and in part to having been mentored on my current techniques but never really having had much experience in a "story first" sort of system with a skilled GM. For example, I know I can't run a game like Paranoia well, having tried and failed to do so. I'm fairly sure I'd have trouble with a system like Prime Time Adventures or Spirit of the Century.
My biggest bias is that I believe their is a very direct relationship between preparation time and quality of GMing. I believe this because I see it in myself, and because every GM that has claimed to me otherwise has had a 100% failure rate, where as every GM that poured their soul into their preparation has - even if they have glaring deficiencies in their skill sets - nonetheless ran very enjoyable games indeed. Thus I have no respect (at present) for any system that encourages improvisation or "no myth", and no respect for any GM that claims to play that way. I wouldn't mind being proven wrong, but I'm not going to go out of my way to see it happen at this point.