In terms of theories, figuring out how things work, etc, I have never found a science I didn't like. Currently, what i have seen of Statistical Mechanics is my favorite, it's quite interesting to see some of the ways that people can take probabilities and other information and theories about microscopic systems and work their way up to large scale systems (the associated large scale thermodynamics is also one of the more interesting parts of thermodynamics.)
In terms of lab work, I tend to find chemistry stuff pretty interesting if it works, because I can actually see a lot of the processes occurring right in front of me. for Physics labs the large scale stuff was pretty interesting (Electric circuits, magnets, and such were cool to use.), but smaller scale quantum stuff, and biology type experiments, seem much less interesting because i don't see the stuff occurring right in front of me in a directly measurable way, it has to be inferred.
In degree terms, I am sort of following my interest. In high school, I had seemed to take to chemistry quite well, and in general had an interest in science and technology, so went into a chemical engineering degree. the Statistical Mechanics was stuff I saw in college, after following up on ideas I saw in college related to the major.