I didn't want to spam the poll so I didn't vote, but I would have said all of the above and more, except dungeons as a setting.
The question of setting and style presented here is sort of like asking whether I like Lovecraftian horror, raunchy black comedy, or high fantasy adventure. They're all good. I wouldn't want to limit myself to only one style.
Even within my last D&D campaign, I ran sessions that included little to no combat, and one that was mostly combat, some that were in the jungle and some in a big city and some in a farming village (and some in a desert). There was exploration, there was character exploration, and there was so much intrigue between numerous powerful groups it was hard to track; and that's just over 12 sessions. So, yeah. All of the above.