I'll eat any type of dessert but I usually base what I have on what I ate before it. For example at Cheesecake Factory my family will all get something that is exploding with chocolate. Like the Oreo or Reeses cheesecakes. Me, that's a bit too much so I tend to like the keylime or a simple plain. Of course that's usually after I've had a main entree that was more on the caloric side of the page.
If I have a salad or something, then I tend to go for the richer desserts.
My all time favorite dessert would have to be ice cream. If you have me choose between a cake smothered in butter-cream, a fresh baked cookie, or a scoop of Pralines and Cream/Bubblegum/Macadamia Nut ice cream I'll always pick the ice cream.