*insert millions of people complaining about my next line*
I prefer depth scrolling shooters; IE ones that scroll along the Z axis like Star Fox and Panzer Dragoon
(Sorry, but I do not consider those rail shooters <_< that's a dumb thing to call them. They're the same as scrolling shooters, they just move along the Z axis instead of the X or Y)
Out of Horizontal/Vertical... I prefer Horizontal, like Scrambled Valkyrie, and RType