I'd definitely have to say RPGs. Don't get me wrong, as I love the FPS genre as well, but I really enjoy progression. I'm also a sucker for both the serious but cheesy JRPG plots and the serious but "takes itself too seriously" WRPG plots.
Another thing is that while both are repetitive, I feel that RPGs give a better feeling of escape. Sure, while going on a quest to kill 10 Common Enemies is boring, I can just put it off or ignore it outright, whereas with an FPS I'm confined to one level that changes now and then, doing the same things.
Both are fun, and I would go so far as to say that I enjoy them equally, but while I see an FPS as mostly a way to kill some time, I see the RPG as something I go in to accomplish an objective in, and lets just say that it's that very fact that lures me into it.
FPSs do have stories, yes, but the progression of the story is basically let the game guide you to some enemies to kill, kill them, and then load the next level. FPS that break out of this barrier (Which includes Borderlands to a certain degree), are that much more enjoyable for me.
im definitely more of an RPG fan a good story really makes the game and keeps my interest
most FPS games have very little story and that usually just amounts to 'o look the bad guys are here now, shoot them, o theyre over there now, go over there and shoot them, rinse, repeat) they typically focus primarily on the multiplayer versus aspects
im sure i could find more reasons to disregard everything you said as the incoherent ramblings of a 7 year old with no friends but i dont have the time
I'm a RPG player at heart. (In the leveling and getting bigger numbers sense of RPGs though, theres some completely story based RPGs that have no obvious numbers to them that I'm not so big on.) Inching towards that next level or farming in the hopes of getting that ultra rare drop over the span of months (or years even) so I can feel like I've acocmplished something most people won't ever manage is a wonderful feeling for me. (Unfortunately, the casual masses have lead to a tragic trend towards making all content easily available to all players which makes particularly good RPG's hard to come by these days...)
FPS's are fun too, but I just don't feel like theres much to strive for to keep me coming back (of course many FPSs have incorperated RPG elements to help combat that somewhat effectively).
FPS. After I played BL1 I thought I might like RPGs but I was wrong. I just can't get into them and get bored too easily. Which is how I felt with BL1 but the joy I get from shooting stuff allowed me to keep playing and then I realized how badass the game was getting and fell in love. First full game I got all achievements in.