I guess I can say I prefer lighter, more chamber-like music to big, full orchestras. However they are more fun to play in. Some of Dvorak's lighter works, most of Grieg's, a lot of Chopin and Liszt. However I do still enjoy a lot of heavier works like Prokofiev's Suites (my personal favorite is the Death of Tybalt).
As for my favorite time period, I'd definitely have to say I'm a sucker for the Romantic era, but as a kid I could never get enough Baroque.