Love creamy cream pies to the face above all else, but like them to land in other locations too! It's a lot more enjoyable for me if there's some kind of comic scenario/setup that leads up to the pies flying. Also, lots of taunting and teasing with a pie before it lands in a face is great too!
Also enjoy many other forms of mess, especially other sweet foods. Big tar & feathers fan too -- but with dark chocolate syrup instead of actual tar!. A little lower down my mess hierarchy are slime and then mud. Also enjoy wetlook to some degree but more in a comedy vein -- i.e. I'd rather see a beautiful woman get a bucket of water thrown in her face than walk slowly and sensually into a pool.
I'm pretty much equally into giving and receiving mess. I'm fine with dishing out a majority of the mess to a woman if that's what she prefers, but I need at least a few pies to fly in my direction along the way.