Definitely baseball. It gets very little love over here, but I love following it and playing it, at least until football season starts.
I love playing hockey, possibly more than any other sport, but I simply can't watch it on TV. Live, it's pretty cool though.
My least favorite is basketball. I don't mind playing it, and was actually pretty good back in the day, but watching it is absolute torture for me. Most ego-fueled sport out there, imo.
I've attempted to get into racing, but I just couldn't. I really tried, because I love cars and know a few people involved in it in some form or another. Just couldn't get interested.
Golf...I can't watch that on TV either. We'll camp out on a green for a local tournament now and then, but that's more for the atmosphere and conversation than the actual game. I enjoy playing it to a certain extent, but it's definitely not an addiction for me like some people I'm close too. Pretty much the only times I play is when it involves work. I admit to being quite horrible, but I beat my boss a couple weeks ago with a 93. I haven't stopped talking about it around him yet.