As for personal preference, you need to decide how you want to spend most of your time on your bike. Do you want to ride smooth flowing trails, climb big mountains, ride stunts, descend technical downhill courses, or just have all around fun.
Thinking about where you live and ride helps narrow your decision by making you take another realistic look at where you will be riding your bike. If you want to ride crazy downhill shuttles, but all you have is flat and smooth trails in your neck of the woods, a true downhill bike is probably not going to be your best choice.
For most people, the All Mountain (Trail Bikes)category makes the most sense. These bikes are truly made to be the most fun in the largest number of situations. They can take you almost anywhere, and they won't wear you out doing it.
Cross Country (XC) bikes are the lightest and most efficient pedalers, but aren't necessarily the best for rough terrain or the most comfortable.
Freeride bikes are great for hard hitting trails, jumps and stunts. They are built to get you up the hills as well, but not very easily. These bikes are heavy and tough.
The least common bikes are the Downhill (DH) specific ones. These bikes are built just for downhill racing. Don't expect to have too much fun on these bikes without a different way to the top of the mountain, but once you are there, you won't find a faster way to get down no matter how rough the trail is.
After some consideration, most people can come to a confident decision about exactly what kind of bike is right for them. The trick is to be honest with yourself about how you will spend most of your time riding, and then choosing a bike that is designed to make the best of it.