I enjoy Standard because you meet different people at the shop and you can stay up to date with the latest Magic sets and deck trends. It's also very competitive which is satisfying. Card choices are limited to the current sets that are legal in Standard so you have to build carefully and creatively to work with what you've got.
Sealed is the best though; it's so exciting to open
brand new cards, slap together a deck, and see what happens with it! Modern can be very difficult and expensive to play competitively if you play at shops with lots of tier 1 decks and most of the shops close to where I live are like that. I'm just getting into Commander and it is fun so far, but I've only played a handful of times.