probably supers and psi in actual play. lensmen was fun.
Banestorm (a.k.a Yrth)
Infinite Worlds, Time Travel, or Alternate History
Other Science Fiction
Modern, Historical, or Pulp
Horror or Conspiracy
Supers or Psi
Other (please explain below)
I think I had the most fun running a GURPS: Mage the Ascension campaign. But one of the best things about GURPS is that I don't have to choose a favorite setting. Right now I'm running a supers game (based loosely on Union Dues and Secret World Chronicle), a 1930's pulp adventure with secret magic and mad science, and I'm planning a one-shot dark, gritty, psuedo-medieval fantasy.
Call of Cthulhu is probably my favorite. I find GURPS handles it more smoothly than BRP, and it is one of the simplest settings to adapt to GURPS. Once you get the hang of it, you can read adventures written for BRP and convert the stats in your head.
I'm also a fan of Banestorm. I didn't expect to like it that much, but after GMing it a bit, it became my all-time favorite fantasy setting. A great concept, and very well developed.
I been gaming in Kaewin's Super's campaign.
Elves keep their counsel and sharpen their ears.
I have imported much of the game master advice in the GURPS Prisoner book to many, many other campaigns.