Medieval is my favorite. It has always been one of my favorite subjects and I love to study it.
I have never played a Sci-fi RP, I once did an interactive story in which medieval characters learned to move themselves across the plain of time, but Sci-fi RPing sounds fun.
I like them all, they each offer something that challenges the player. Not everyone can play a dark ages theme though. Playing in the dark ages means you have to move your character based on the time's limitations.