It's real simple for me: Anything that is not of Japanese origin. Ya Get me.
Seriously though, add me to the "not a fan of strategy games" list. Never been good at them, or particularly interested. There have been exceptions though, and those have been the Kessen series and the Dynasty tactic series (No coincidence both are products of the Land of the Gods). I'm not into SJRPGs either though; I've tried to like Disagea or whatever that game is called, and just could not get into it at all. I find them kind of like SC said, they are JRPGs but without the fun of exploration, plus they have mechanics I just find tedious most of the time. I would like to play that SJRPG (whose name has slipped my mind) by the guy that did FF12 though, that game has always piqued my interest.
Also not a fan of FPS for same reasons others have already mentioned. While I am still a fan of action games (like DMC and Vanquish) to be honest, I find myself getting bored by them a lot faster than I used to these days; relentlessly cool action just doesn't hold me captive like it used to these days, unless it has world/story/or something very unique about it to grab my attention. For example while El Shaddai is probably not the best action game last gen in terms of gameplay, it may well be the one I enjoyed the most, as it was just so individual and bold in terms of setting, narrative and art. This also leads me to the point that I tend to not bother in general with games that do not have a strong world, narrative and art to draw me in. I like playing games more for the "experience", the touristy aspects of visiting and interacting with (even if only to a limited capacity, as with visual novels) unique worlds. I've never enjoyed playing games so much for their "gamey mechanics", in fact, I'll often have to force myself with gritted teeth through the gameplay aspects of many games just to get to the next bit of story or relaxed exploration I'm looking forward to. This is especially common with JRPGs (which bizarrely is a favourite genre of mine...go figure), as it doesn't matter how frigging masterful and deep the combat system is, I never give a shit about it, and I have never ever derived enjoyment from it. I'm the kind of guy who plays Zelda for the colourful overworld, and who grinds his arse through Persona 4 just for the school/town bits, I can't stand dungeons of any kind or quality, but I will suffer through them if I'm compelled enough. I guess what I prize the most in games is exploration coupled with a compelling world. David Cages games tend to have me falling asleep, as they lack that sense of exploration.
I guess it's no surprise Shenmue is my favourite game.