I played Risk too many times during high school, and I didn't discover Axis & Allies until it was too late. By my senior year of college, I had discovered strategy games and Memoir '44, and I played everything from Settlers of Catan to Power Grid for a few years.
Then I discovered Twilight Struggle, an amazing game that brought GMT and wargames to my attention. I started playing wargames, though I rarely have regular opponents. Currently, I am playing through Paths of Glory with a friend.
Next, I dived into role-playing games. I am gamemaster for a Pathfinder campaign that has been running for over two years. I have played some indie role-playing games too, and I enjoy the Old School Renaissance (OSR) content created by Lamentations of the Flame Princess.