For me it's WRPGs. For the simple reason that Japanese roleplaying games (most of them) don't really contain any roleplaying. That's why I refuse to play them.
For everyone mentioning storylines let me facepalm you all. Storylines do not matter it's the gameplay that counts.

I do prefer JRPGs as a whole, yet when it comes to true Role Playing, WRPGs nail it. Games like Baldur's Gate, Icewind Dale and Neverwinter Nights are carved into my mind...

JRPGs, definitely.

Actually, I don't think I've ever played a WRPG; they've just never appealed to me. If I had an infinite amount of time and patience, I might pick one up just to see what it's like, but unfortunately I don't.

BTW,

Do you refuse to play action/adventure games, shooting games, fighting games, sports games and racing games as well? Because they don't have any roleplaying at all...

Well it's a atough call for me. They both have their advantages over each other (below are of course my opinions)-

WRPGS-
Less linear
Superior voice overs
Better dialogue
Less chesse
More original storylines

JRPGS-
More magical
Superior musical scores
More emotional
Superior character developments
Prefer the art style

I don't usually like RPG's a whole lot, but if I'd have to choose, I'd pick the select few that are sort of a compromise between the two.
I don't like the general emoness and done-to-death funky-hair, thin-legged, big-breasted and teen protagonist style of JPRG's and their standard stories which are mostly the same 99% of the time.
And I don't like WRPG's for their standard overly muscular burly rugged macho-man and playboy babe protagonists and general lack of interesting stories, as well as their striving to be as much like a movie as possible.

Give me the surprising ones, with original, interesting characters (and by interesting I don't mean looking like Schwarzenegger, being scandily clad or having 6-foot long purple hair, that's all been done to death), genuinely unexpected and likeable stories (not like 'I'm an orphan out to save what's left of the world after an apocalypse, and oh hey my ally just turned out to be a bad guy after all, he was the only one I had left, now I'm so emo and don't trust anyone 'cos all my friends and family are dead' - that sort of thing), and an interesting style of gameplay. Too bad there aren't that many of those gems.

JRPG stories and chars are more likeable.

When I was younger I used to be into JRPGs to the point where pretty much every game I bought was one but over the years my love for the genre has faded and I am a far bigger fan of WRPGs at this point. In fact the only JRPG ive played in the last 3 years that I actually liked an finished was Valkyria Chronicles.

Super Saiyan 7.......

WRPG's are total borefests, I can't stand the design of them. WRPG's generally have a thousand different stats to put points into, and it takes far too much devotion to max out all those points.

JRPG's are straightforward, yet still provide a nice amount of depth without getting as repetitive as WRPG's (from my experience).

I enjoy both western and japanese rpg's. I prefer jrpg's though because usually I like the feel of them much more then wrpg's. For me, the stories are more interesting as are the characters. I get more involved and actually care about what will happen next in the story. jrpgs and wrpgs both have their own strong points it just depends what you like more, characters and story or more in-depth role-playing and the good/evil choices.