Horror first. Then comedy, but not American comedy; I almost never find it amusing. Then romance, but only if it’s from before about 1960. And no chick flicks, thanks.
I’m just going to ignore the genres you listed and say that I enjoy a movie that makes me think. These are often drama, sometimes comedy or action, and rarely horror (though recently horror movies have made me think more than anything).
Horror is the absolute greatest genre of all. Allowing for the most creativity, the most reflections on society, and many amazing moments in cinema history. After that, I personally like romantic comedies a lot, also black comedies (dark comedies, mean-spirited stuff, you know), satires, slapstick (not gross-out though!), and spoofs (as long as they’re smart and funny). And some animation.