Tornadoes and Thunderstorms kinda all coincide into one for me... most whom have followed me for any period of time know I'm a big hail guy, so that definitely puts thunderstorms into the top mark. Tornadoes are a duh, so I'm going to put the two into one and call it my number 1. And photographing lightning, that's been my fave. Honestly, I could argue that being my favorite thing to do with storms. But again, since it's all kinda in the same group (I can get tornadoes, hail, and lightning out of thunderstorms), I'll just wrap it in.
Blizzards... that's an easy second place for me. Not sure how/why I've grown to love those so much, but there's nothing like a good snow storm. Ice storms are cool (no pun intended), but I think I'm a passive ice storm lover. They make for good photos, but it's a little, I don't know, boring...
Everything else kinda falls by the wayside... I don't go out of my way for big wind events and I certainly don't get it when it comes to tropical systems.