Me too, I think when it's first person you really get to know the character and feel their emotions. It's fun to get in their world and escape your own for a while.
It depends on the genre, I generally like first person but if I've noticed that when I read murder/mystery novels that are somewhat graphic the author frequently uses 3rd person for that character...who wants to get inside a serial killers head!
first person is cool but i think that it takes true talent to write in third person and trying to describe the character and they dont explain everything... does that make sense?