Psychic, Water, and Steel type are my favourites (kind of in that order). Psychic is really powerful, and they have some pretty neat non-damage-dealing moves, too. Water just because water types are cooler than you. I think Steel is a really interesting type to explore. It gives a unique immunity to poison and a steel typing really bulks up a pokemon's defence, which I like. It does have a fair amount of weaknesses, but I think it became more useful with the introduction of Fairy types. I laso like the looks of a lot of Steel types. Skarmory and Scizor are some of my favourite pokemon.
But going to have to go with Water types. So many awesome looking ones, not only that but also pretty strong attacking range and STAB moves. In fact, my favorite Pokemon is a Water-type (Milotic) ^^