I like all 3. Depends on the game. Some games don't have a good multiplayer aspect so I stick to the single player story. And then there are some games that are more fun in multiplayer (Red Dead is a good example)- I try to play mostly with people I know in order to avoid dealing with b.s. But there are times I am stuck playing alone with strangers in multiplayer.
I also love MMOs. But I tend to be a loner while playing. I am friendly but don't initiate interactions with other players- I do help people and chat but only when others hit me up. I'm not shy, I just like soloing quests.
I also love playing multiplayer games just because it's fun to see real people's toons running around interacting with each other.