I hate how nebulous of a term "RPG" is in video games. It hardly feels like it's own genre but rather just component featured in multiple different games, like the qualifications for what defines an "RPG" seem so broad that this thread has already been about the two biggest distinguishing styles of it, the Western and the JRPG. This is a complete tangential note that I know doesn't matter but I had to bring up that I don't find "RPG" a useful genre description. Like I'm not going to be interested in a game if I hear it's an RPG, I need to dig into what type of RPG.
As for what type of RPG I like, I prefer turn-based one easily. I'm not a huge fan of open worlds in general, like it did not take long past the tutorial segment of Skyrim for me to completely lose interest in the game. Open world games in general are like that for me because while it's certainly impressive how much detail they can craft into the world and how many unique scripts and side-quests you could have at your exposure, to me it just often feels directionless and like there's no incentive for me to really do anything because the nature of it all just feels kinda meaningless. And like, this is what the main story-line is for, for players like me who almost immediately need a goal to strive for in order to play but Skyrim wants to promote freedom of choice and they absolutely should but because of this they didn't do a very good of providing incentive to continue the main quest. At least to mean, there wasn't a hook to do the main quest, and with every available, nothing felt valuable to do. It just felt like it would be a time-sink, in a world I'm not interested, I really don't like the setting a lot of these have. And this is my problem with most Western RPG's, just felt like explaining why I don't like them in general, not trying to say they're bad or anything. I have had fun with a few of them, Fallout 3 I think is my favorite of this type or maybe one of the Mass Effect. I didn't get super far in either of my play-throughs of those games either but yeah, I liked what little I played. Well for Mass Effect I really only liked having conversations in that game. Oh wait, Star Wars: Knights of the Old Republic exists! That's my favorite of these styles by far. Admittedly, half of my username is based off Star Wars so I got a bias there, but yeah. The ending twist was sick.
I prefer turned-based RPG's by far, whether that be typical JRPG's or tactical ones like Disgaea or Final Fantasy Tactics. In general, I found those game's contain stronger story hooks to continue on forward, and many of the contain multiple player characters so just progressing through the narrative or doing side-quests for an optional party member, feels like it has substantial weight on the game. Admittedly, for the tactical RPG's like Disgaea, I don't really care about the story, I actually just find that format of gameplay and level progression to be very satisfying and entertaining. I think it's a lot more engaging when combat contains multiple different units with different attacks that you have to maneuver around a wide terrain where certain spots can contain geographical advantages, as well as making the amount of space you can operate in (whether it be movement or attacking) vital to your success. I've never beaten the main story of one of these tactical RPG's but I've spent countless hours on both Disgaea 4 and Final Fantasy Tactics, both of which I do, one day hope to beat. Disgaea is very easy to waste time grinding. As for JRPG's, my favorite is Xenosaga Episode I. I've played all three games to varying degrees, I didn't get too far into Episode II, I actually don't dislike as much as many seem to, I was just kinda doing a playthrough with my brother (turn-based games also have the advantage of being great unintentional co-op games, I play a lot of these with my brother, we have are own characters and for tactical RPG's it can especially be really fun having to co-ordinate our strategy, whether it's something we do from the start or are forced into when doing our own thing botches.) and I went away to college during it so he finished his own file and we never went back. Episode III doesn't really require you to have played II, and I've played that til I think the penultimate boss when it became clear we needed to grind, and never found the time to grind.
Speaking of time, I barely play RPG's anymore because I barely game anymore and when I do, I usually go for something quick. RPG's, regardless of the type, are too much of a time-sink. Like I want to play Persona 4 but I also want 80 hours of my life to not be owned by one game. As I get older, it's harder and harder to justify spending so much time into one singular game. The last one I played, and I wouldn't say it blew me away though I did find myself playing it a lot longer than I thought, was Steven Universe: Save the Light. It's definitely a beginner's RPG but it's really charming, and the battle system is great (think Mario RPG button presses mixed with Final Fantasty's Active Time Battles). Definitely looking forward to playing more of that when I get around to it (I have a horrible habit of taking forever to start playing games after I take a break, I got Save the Light during the Holiday season when Free Time begins to hibernate, and I haven't gotten around to picking it up since).