Physical round-the-table games, to be precise. I may yet rant lots about RPGs or computer games etc. elsewhere. But there's definitely something to be said for the done-in-a-few-hours face-to-face genre.
Cheapass Games do some fairly nifty cheap (circa 5 pounds in the UK, if you can find them) games. Most of them don't stand up to repeated play, but at the price they work well as a 'disposable game', much better value for money than beer or the cinema, when you think about it. A few games seem to stand up to repeated play. Many people like Starbase Jeff, although I'm unconvinced that it has as much strategy as people think it has. I liked The Big Cheese - it has a neat premise, and I always win, so I rarely get to play it. The Big Idea is, IMO, their best game, given the right players. You have to have the right twisted imagination to dream up and describe the strange products you'll need to invent. The rest of the game is still quite enjoyable - I think there's a fair bit of strategy there.
I'm starting to go off the games made by Looney Laboratories - they all sound very good fun and are for a go or two, but the appeal seems to wear thin quite quickly. I still like Chrononauts, just for the fun factor. I get frustrated by Zendo, as I tend to invent over-hard rules, and I always get beaten at Gnostica by Ian. This is something of a shame, as the games do look so good on paper.
I'm also worn out by the hidden-rule games of Mao and Penultima. There've just been too many unsatisfactory games for my tastes, caused by rouge rules.
I still like the occasional game of Siedler (The Settlers of Catan), although many complain that it is too dependant on the start you get. I've also recently discovered Carcassonne. I'm not convinced by the 'draw with replacement' system that one of my friends has come up with. Part of the appeal is the nice tactile colourful tiles. Both of these games seem to have a different approach to play than many others - I quite like them.
Apples to Apples is great fun - in small doses. It gets very old very quickly, and takes a month or two to rejuvenate. But as a drunken party game it is hard to beat.
Roborally is always good fun. It scales very well - and so is excellent for large groups, which would get dull in a take-turns game.
The new Civilization board game (based on the computer game) was fun the first time, but took absolutely forever to play - as in we gave up halfway through early on. Despite it's potential, I don't think it justifies the time or the money.
I'm keenish on card games, but not to a high level. Many need too much memorisation of state for skilled play, so I'm more after the 'fun factor'. This is why I increasingly dislike Bridge. Albatross (a game invented by one of my friends, essentially a 5+player bridge with non-fixed partnerships) seems to work for me though - perhaps it doesn't have the accumulated layers of stuff that make Bridge dull for me. I quite like Rummikub for the sheer silliness of rearranging a vast pile of cards, Doppelkopf for its general difference from everything and it's interesting pairing mechanism, Canasta for the gratuitous scoop-up-the-pile mechanism (this makes serious play overly dependant on player order, which is a shame, but nevertheless...), Poker (we play with pennies that all go back in the jar) for the sheer joy of raking it in with the occasional killer hand, catching people bluffing, things like that. One of these days I should codify the rules to Benny, our family's own Rummy variant. I've had many enjoyable evenings with that.
I never did get into Go. It seems too based on pattern-matching to be good at low levels of skill - you have no idea what you are doing... I don't think I have the time to put the effort in to get good-enough at it. I used to play a lot of chess, but my style got a bit dull. I rarely play it anymore, although my last game was a good fun aggressive game, so maybe I should pick it up again.
I don't seem to have the manipulating or not-being-manipulated skills necessary for 'strong interaction' games like Diplomacy and Illuminati, despite their obvious appeal. So I don't play them much.
Well, I did get into Go, fairly soon after writing this, and got to 15 kyu or so. But then I found I didn't have the time to play often enough to maintain and improve my skills, so I don't play very much these days.
Bridge, on the other hand, is now something I'm keen on. I don't play for a club or anything, just relaxed games with my friends, but I now have a pretty reasonable idea of what to do, both in the bidding and the play, and it all seems very interesting.