I’ll be honest, it has to be other for me. I do greatly enjoy fantasy settings, with all the traits that come with it, such as tithes, dungeons, and nobility. But I do agree with @moon_shaped_pool , fantasy can be overdone, and magic doesn’t do it for me often. I find modern to be my 2nd favorite, due to the large amount of scenarios, archetypes, and technology. And if I’m going to have sci-fi, I generally prefer it to be 50-120 years after the modern era, far future scenarios with huge galactic empires just don’t appeal to me, it feels like fantasy with a different coat of paint. (You’ve seen one crazy planet you’ve seen them all…)
“Now Shift.dud?”, you may be wondering, “you haven’t even said what your choice for (other) is! I can’t waste my time reading all of this!”
My favorite setting for weight gain games is: Post-Apocalyptic!
Post-apocalyptic settings carry many things that I look for, I personally enjoy stories where the slate is wiped clean, and that there are new opportunities for people to explore. I really enjoy the horror aspects of these scenarios, along with the combat, and character stories. I feel that there is a lot of unexplored opportunity in post-apocalyptic settings, and I don’t shy away from the dark aspects. I get why others wouldn’t like it, but I see potential! It doesn’t matter to me what the cause of the apocalypse was, be it aliens, nanotech, the undead, psychic horrors, eldritch horrors, food horrors, or etc. The only things I’m picky about is that it doesn’t copy Mad-Max, isn’t too strange, and doesn’t have gratuitous darkness. In the end, I think settings with halfway civilizations like fallout or Metro really does it for me.
Honorable mentions: Westerns, horror, and kitchen-sink settings! (also furries!)