Sam~ Action movies cause it's very intense for the both of you see all the plot twist and the skills that the people in the movie have.And how in the end it goes all good.

Dean~ Scary movies, Dean and you really like them but you get scared and hold Dean tightly and Dean really likes holding making u feel safe

Cas~ Comedy movies. you and Cas love the great laughter's from comedy  but sometimes Cas doesn't understand that reference so u would explain it to him and laugh at his adorable confusion.