Romantic is my favorite. I love Chopin's piano works, and his Concertos give me shivers(mainly: "Concerto No 1 in Eminor, Allegro maestoso" and "Concerto No 2, Larghetto"). My main reason for liking Romantic is that alot of it is usually minor and dramatic, and for me, it's much more emotional.
My second favorite is Baroque. Vivaldi/Bach mainly. I love Vivaldi's "Concerto in in F minor 'L'inverno'-Allegro non molto".
But yeah. I listen to tons of classical, and pretty much like it all except for Mozart's really...um, :happy: music.
One thing slightly off topic I've noticed about music in general. When music theory was started, music was really well thought out, and used alot of math, and complex chords, theory, rules, etc. Anyone would know this if they studied Baroque. And since then it seems that the intelligence in music has lowered over the years. Not that other music is bad, but yeah, if you compared Baroque to pop/rock/rap/country and other simular popular styles, classical is like the genious in school that got picked on. Mind you, modern Jazz music is one exception as it's directly on par with classical theory (But jazz is still an underdog style like classical is nowadays).
Edit: Btw, it makes me quite happy to see people still actively listen to classical.