The Klingons are easily the most developed race and culture in the ST universe. While I don't think they really fascinate me, I sure get a kick out of them every time they're onscreen.
My favorite race, though? Vulcans. Spock simply made them the coolest.
Klingons can be fun...but...
Ah...how dull of me, but I love the Vulcans best
always have, always will.
Spock made them very cool, and Sarek made them sexy.
Runner up race would be the Rihannsu - basically Vulcans unbuttoned.