Clearly you have not read much good fantasy. Ursula le Guin's Earthsea, T.H. White's The Once and Future King, Mervyn Peak's Gormenghast, Lloyd Alexander's Chronicles of Prydain, Tolkien's Silmarillion, Steinbeck's The Acts of King Arthur and His Noble Knights... and I'm only going with more or less "medieval" setting, to stay on topic.

Oh come on. Those are two superb shows. Unlike Game of Thrones (which you described very well) they offer great insight into the conflicts they depict, both on personal and "national" level.

I prefer swords to lazers, heavy armors & shields to force fields, magic to EMPs, horses to spaceships, monsters of all sorts to AIs, medieval soundtracks to sci-fi techno stuff. Medieval all the way although i won't reject good sci-fi games! As for movies/ books, i like both, provided there is a good story going on. :)

Why do we think that something automatically becomes so very deep and meaningful just because it's dark and gritty?

Making something dark and gritty is way easy. Everybody can do it. Telling a story that make people smile or even laugh is way harder. So why do we have this idea that everything dark & gritty per definition must be so very deep?

Sci Fi. In the future there will be clean water, no bubonic plague rats, and plenty of toilet paper (or at least the three seashells). Oh, and all restaurants will be Taco Bell.

BTW, I should mention...I used to like medieval fantasy like many of you, but then I took an arrow in the knee.

The future. Aside from having more interesting possibilities than Fantasy, many of them can be realized, a fair chunk of them within my lifetime. The Atlas robot by Boston Dynamics is a humanoid automaton that can carry 10lb boxes and navigate through a push-bar door. Artificial eyes, ears, and organs are starting to approach practicality.

No need for fantasy, when the science of the present and future has so much more to offer.

Your Atlas that can carry 10lb boxes is OK, but I personally would rather have THIS Atlas:

http://www.sarna.net/wiki/Atlas_%28BattleMech%29

It depends on its presentation. Love things like the high magic D&D Forgotten Realm setting or the extremely weird Planescape setting. On the other hand while I do have a massive respect for Lord of the Rings and for its big impact and massive inspiration on settings I love I cannot really connect to it. Maybe it feels to clean? Cannot point my finger to exactly why.

But I also like Star Wars, Star Trek (yes, both :P ) dig art of big ass mechs & liked watching 2001 (but would most likely not play a game in the 2001 setting).

If you haven't yet, pick up the Malazan Book of the Fallen.
It's the generic term for non-high fantasy imo. A fantasy where the heroes are not goody goody two shoes but complex characters with their own agendas.

Why should I choose, honestly ?

It doesn't make any difference to me. Be it Sword of Truth series, Patrick Rothfuss Kingkiller series, Dragonlance, Forgotten Realsm or any other fantasy series or some sci fi series like the Commonwealth cycle from Peter F. Hamilton.

But I do like to read books from Space Opera subgenre the most.

Clearly you don't know what the hell I've read outside what I listed (which were superb), but I read fantasy exclusively for about 15 years. So, nope. Nice try though.

I did actually enjoy Deep Space 9 (and own the series on DVD) but the entire series falls into the domain of what I'm talking about. The majority of the series was Dominion Wars. Babylon 5 started with power struggles on an individual level right from the first show.

Learn a bit about story-telling and the tropes involved.

I shall take a look. Thanks for the recommendation.

Your avatar reminded me of another thing:

When it comes to fantasy, I actually like settings that are not human-centric.

One example would be the setting of Gargoyle's Quest and its sequel, where every character (including the PC) is a monster.

It also is interesting that these games are a bit unusual when it comes to game genre classification; there's an overhead view world map (and in GQ1, there are random encounters in it) with overhead view towns, but once you enter combat or enter a dungeon, the game turns into a side-scrolling action game. The most similar other game I've played would be Zelda 2, but I note that Gargoyle's Quest is more linear and lacks experience points.

I never said it was deep. Just that it was more adult. You're conflating multiple separately aimed statements I've made and drawing incorrect conclusions from them. 'Adult' meaning situations adults are more likely to find themselves in (outside the generic sword and sorcery fantasy components). And if it's so easy, why does it so often fall into my "Game of Thrones" description? Why is it rarely done? Could it be that creating believable characters who aren't all sunshine and light put into realistic morally-ambiguous situations an adult might encounter is not easy?

There's nothing wrong with laughing or making people laugh. On the contrary. But if you think that's all adult life is, I'm not sure what to say to you.
The entire Ghouls N Ghosts series is dark fantasy (as is Dark Souls which I also love). This is an example of what I'm talking about. You play a Red Arremer, normally a despised enemy in the main series. Now you play a hero amongst the clan of them. Interesting twist to see what sort of lives they lead without assuming they're always "those bastards".

The closest fantasy series I've read to that idea was "Villains by Necessity" by Eve Forward where the good guys had won and the entire world was nothing but sweetness and rainbows. A handful of villains set to revert the world to balance. Very interesting inversion of normal fantasy tropes. And the scene where they kill the entire "Nifty Gnome" village (I'll let you guess what cartoon series they're based on. Lets just say they use the word "Nifty" a lot) is priceless.

Just don't let the huge amount of characters/plot paths intimidate you :).