My favorite is what would be called "progressive rock." Please see my thread on an introduction to progressive rock for more information and a detailed description on the genre.
I also like what I refer to as "album rock." This is a catch all term and maybe a bit vague but I like music that focuses on what an artist can do within the context of an album. All songs are part of the larger whole and not just "hits" or "singles" to be taken out of context. I don't like the term "classic rock" because I don't want some dj or radio programmer to tell me what is a classic and what isn't. I'll make up my own mind, thank you very much.