Hmm, a tough one, once again. Not that I don't have favorite series, but I guess it depends on what you are talking about when you say "genre." There are so many genres out there, and if your taste runs hard to one or another, you may not like what is a very good book that falls into another.
That said, I will say up front that I pretty much stick to SF and F for reading, with a smattering of mystery and once in a while a non-fiction book thrown in, so my choices will fall in the first two areas. And it's still a hard choice, as there are so many series I've read and enjoyed over the years; Katherine Kurtz's Deryni books, Terry Brooks' Shannara series, Zelazny's Amber, even the Hitchhiker's Guide books by Adams. I'm not sure I can call any one a favorite, since a lot depends on my mood and what I feel like reading. But those are the ones that I will go back to again and again, and for those that are still continuing, I look forward to a new release always.
There are also plenty of series that are well recommended but I just haven't gotten to them yet: The Wheel of Time (on my to-read shelf), George R.R. Martin, and Terry Goodkind to name a few. And it looks like, from reading others' posts in this meme, I am going to have to look into The Dresden Files.
So many books, so little time!