This is an interesting question and one that's a bit difficult to answer. I don't really watch much anime and I read 0 manga, so those are pretty much immediately disqualified for me. Visual novels... well, I wouldn't be on Fuwanovel if I didn't really, really like them. They're a great source of catharsis and good way to spend an evening by myself. Out of any medium, I'd say visual novels are the best for immersing a reader in a narrative.
On the other hand, I love film. I watch a lot of them. By volume, I've consume magnitudes more movies than visual novels. A movie offers things that visual novels simply can't. They're good for socializing. The advantages of cinematography allows stories to be told in ways that are impossible for written mediums. They're also more digestible. Fully reading a visual novel can eat up multiple evenings, while 1 movie will usually just eat up 2 hours of your time.
Music is kinda set a part from the rest in my mind. It's more pervasive than the others and its not primarily used for storytelling. If I'm alone and not reading/watching anything, I'll usually have something on to listen to. It's there when I'm in the car. It adds value to each of my days, but it's not really something I think about a whole lot.
Overall, I'd say movies are likely my favorite medium. As much as I really like visual novels, I can go months without reading any. On the other hand, I watch 1-2 movies a week without fail.