Financial constrains has forced me to focus on just castle, which is obivously my favourite, although time to time I do buy some pirates for their beautiful ships and star wars sets cuz I'm a star wars fan as well.
I also have bought the occasional farm sets cuz I miss living on a farm,(which I did for one month during my holidays) and the occasional indiana jones and prince of persia sets, but mainly to incorporate its minifigures and elements into my castle collection.
I used to collect other series when I was younger. I still have a sizable town, ninja, western, divers, and res-q collection kept away, and most of those sets are still 99% complete.