I can enjoy both, but I've been preferring skirmish games the past few years. Mostly due to the size of things, I love the lower model count and that skirmish games usually require a smaller table. Additionally, skirmish games tend to utilize terrain features way way better than rank&file, which I find very immersing. There's nothing worse than playing on a boring flat board where a forest is just a flat green template, etc.

I should confess.  I previously said rank and file.  However, I actually like both, but for different genres.

Rank and File is the way to go for medieval and medieval fantasy games.  I've found another game since this topic was first posted. 

Hobgoblin by Planet Smasher Games. 

Hobgoblin

FYI, they're more famous for the skirmish game called Gaslands using matchbox and hot wheel cars in a post apocalypse setting. 

Hobgoblin uses a single chart of 11 troop types to determine your dice rolls.  Aka light infantry attacking heavy cavalry will hit on a 5+ using ten D6 dice, but hit on 3+ vs light ranged infantry. 

However, I prefer skirmish games for modern or sci-fi settings.  My favorite is BattleTech.  That being said, the new and simple Alpha Strike rules is how I prefer to play these days. It's just faster.  Alpha Strike is actually just an evolution of the old BattleForce rules.

Another skirmish game we play is called C.O.R.E. Mech Warfare.  Its AI art implies it's BattleTech, but actually it's Gundam.  You use Japanese 1:144 scale robots, aka Gunpla kits.  It's very simple and fast.  You can tell it was written by an amateur, but it works.  For example, it says short range attacks are a -1, while a long range attack isn't a +2, but instead changes the dice roll to hit from a 4 or better to a 6.  But, isn't that the same math as saying a long range shot is just a +2?  Why do that?  Like I said, it's written by amateurs. 

These days, I only play skirmish games because they don't require me to pain nearly as many models.  Most kill teams require less than a dozen models.  For something like ACW or Napoleonics, you need hundred of models for rank and file games.  I'm just not up for painting that many models any more.  I would rather play something like Commands & Colors: Napoleonics than mess with it.