I mostly play RPGs and TBSs.
From the first genre, the Fallout series is my definite favourite, along with Arcanum. I like the open-ended nature of the games, the ability to choose what I do and where I go, rather than having to follow a linear plot like in so many other games. After all, it's a role-playing game and if I want to play a homicidal maniac or a dirty thief, I should be able to. It's no fun being the hero all the time.
The Geneforge series is another one that shines in this regard. And it's by an indie developer group as well (Spiderweb Software), so similar to Penumbra in a way.
Strategy games is my second favourite genre, and I like turn-based strategies more than real-time, because the latter tend to rely more on the twitchiness of your mouse finger, rather than actual strategic planning. Age of Wonders is my definite favourite here, and to a somewhat lesser extent its sequels as well.
I've also played the occasional first-person shooter, like Serious Sam, but these are just time-fillers when I have a week's worth of evenings with little to do. I just play through them once and uninstall, then pick them up again a year or so later.
Two games that I'm definately looking forward to, are Spore
. The first is simply going to be the most awesome game ever, and the second is an adventure game where you're the evil overlord fighting against foolhardy heroes to realise your plans of world domination.
Should be a fun year ahead.