For me its always been infused. Its made a huge difference for me because I would always be running out of magicka or stamina. Having the armor infused with those made those long battles not so hard since potions take too long to come back up. For weapons its also infused the procs that happen kind of help with managing the stamina/magicka problem too because it takes fewer hits to kill stuff.

Least favorite is exploration or training. Reason I dont like exploration is that for me the game is about the journey and not the destination. I always take my time to do most if not all the quests before moving on to the next level range. Any extra xp makes me over leveled which makes the game not as fun. Same thing goes for training, the way I level my skills is that I switch out skills or armor just before a quest turn in to get the most bang for my buck on leveling them. So the end result is the skills get maxed out pretty fast on their own.