I didn't vote on this one, because I couldn't decide for one type alone. I think that every type has it's own advantages and disadvantages, even the normal type, that is immune to attacks from the ghost type. Of course I like the "cool" types like fire, dragon or psycho, but I also like the normal type or the stone type. The most important thing to me is if I like the pokemon itself.
The only type I don't really like is grass, because I don't really like that many pokemon with that type (except vor Bulbasaur and it's evolutions).
My favorite Pokemon types are Fire, Flying, Ice, Psychic, Dark, and Dragon. Those types are effective against many others and have few weaknesses of their own. If I had to choose one, however, I'd go with Psychic with only for papa Mewtwo's sake.
I'm surprised I didn't realize this thread until now.