Other.
I prefer live music! My preferred genre is hot, young, naked chicks singing to an audience of one: me!
Otherwise, probably SACD; it offers the best combination of the convenience and sound quality factors for at home listening (which is what I do most of).
Vinyl wins if considering only sound quality. No serious competition there from any other format.
Lossless would be my choice for the ultimate in convenience. With a 160 GB iPod at my disposal, I don't see any reason whatsoever to compress files. It really doesn't add anything meaningful in terms of the convenience factor. If ever I fill up my 160 GB iPod and still feel that I'd like to have more music at my disposal when on the road, I'd just get another one. That way I don't need to be stressing my mind about sound quality issues. If nothing else, lossless allows me to relax because I know it's as good as it's going to get for travel purposes.
But despite my preference for live music, vinyl, and SACD (in that order) for sound quality purposes, and despite my preference for lossless for convenience purposes, what I listen to the most (by far) is redbook. Why? That's what I have the most of (also by far). In my main system, most of it sounds pretty darn good.
Edit: Forgot FM. Good call, Uncle Erik. I listen to FM in the car and also sometimes in bed if I'm restless at night or too lazy to get out of bed in the morning. I absolutely love my Trivoli Model 3 with the optional additional speaker/alarm. It provides for a very soothing FM reception in stereo and in the comfort of my bed. I like the randomness of radio. Sometimes its just fun to see what comes on next and sing along if you can. It's how we all discovered our love for music to begin with and always takes me back to those times when I was a kid and had no other choices to pick and choose from. Then when I hear a song that I really love and start wishing it sounded better, I jump out of bed and head to the CD and vinyl racks and fire up the big rig or a headphone system to hear that same song at its best!