Depending on how you look at the role of the hero in games -- as well as in life -- you might prefer one or the other of the two genres. To wit: in general, Fantasy stories revolve around being a hero. The protagonist rises from humble origins; is given a mission, quest, or goal; journeys forth and grows stronger, and wins through in the end. It is very much a "you against the world" kind of scenario, which is the perfect situation for a video game.
Star Wars, as a story, is the best example of this. Luke starts out as a simple farmboy, and by the end he has not only saved the galaxy, but is well on his way to becoming a Jedi knight. He starts out powerless, and finishes in glory and might. This is the standard Fantasy mode, though of course there are notable exceptions. Fantasy heroes grow strong enough to come into possession of their true heritage.
By contrast, and again, in general, Science Fiction stories revolve around either resolving a mystery or maintaining the status quo. A world-changing event has thrown things out of balance, and the protagonist must restore that balance. Take Halo, for example. The attack of the Covenant on humanity is the intrusive force that initiates the response of the hero. Master Chief from the start of the game is a well-established, nearly legendary figure to the rest of the UNSC. It's his job to repel the threat and restore order. The order is in flux, and the protagonist must stabilize it. Science Fiction heroes use what tools they have to fix what's wrong.
So of the two modes, one proactive and one reactive, which makes for a better game? It might be as simple as the type of game that makes the difference. For a story involving starting with nothing and steadily getting stronger until you've risen to the top, the RPG or MMO is a perfect vehicle. The system of stats and experience is a great metaphor for accruing knowledge. Eventually, you reach the apotheosis of your character's potential and your destiny is realized. In a way, it's reassuring to know that in a sense the world itself is helping you succeed -- others join your quest to help you out, you come into possession of increasingly greater weapons, armor, and powers, and there are established areas to which you are guided, that offer just the right level of challenge for your development.
At the opposite end of the spectrum, the Science Fiction hero has a mastery of all weapons (once all weapons have been acquired), and it becomes a matter of the player's skill alone to navigate the danger-filled world. Rather than relying on the discovery of more powerful abilities to achieve victory, the player must refine his own skills to beat the game and prove his worth. The FPS is an excellent medium for this type of gameplay. It's usually possible to make it through a game with just your default weapon, and you get access to stronger weapons throughout the game, but it's all about whether or not you have the prowess to apply yourself to the task given the tools you have.
So it's really all about what sort of experience you're interested in. If you prefer to make that hero's journey, starting from nothing and evolving your character to greatness, Fantasy is probably right for you. If you want to step into the shoes of the already elite, saving the world with nothing more than your wits and your weapons, Science Fiction will probably scratch that itch. Obviously, these are nothing more than convenient generalizations, but as a starting point for thought, they might serve you well. The next time you're out looking for something new to take on, ask yourself who you want to be that day. The answer may surprise you.

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