Grand strategies and 4X because I like playing games with a long timeline that make you really invest in the world and develop a sense of history. They're also helpful if I have something important to do as they can be paused or are turn based, so don't need your attention 100% of the time and you can have them running in the background. Examples of my favourites: Darkest Hour, Crusader Kings II, Civ games, Alpha Centauri.
If I feel like losing myself in another world for hours then it's any game that has a great atmosphere and especially a good soundtrack as I like to make music in my spare time. Games like: Silent Hill, early Resident Evil, Deus Ex, Bloodborne, Demon's/Dark Souls (not a fan of 2 and haven't played 3). A game that really surprised me with how good it was was The Last Door, a point-and-click adventure game which somehow managed to create a great atmosphere and really spook me despite its minimalist graphics. Currently planning to play System Shock after watching SuperBunnyHop's review which basically confirmed it was my kind of game. Will play the second one afterwards.
Games I'd like to try: CRPGs (I've only played Fallout 1 & 2), world builders like Rimworld and Dwarf Fortress, full-autism games like Dominions 4: Thrones of Ascension.