It's sort of the same with video games. The worlds in fantasy are usually more romantic and airy. They have a clean, ethereal ambiance to them. Sci-fi games, on the other hand, are usually dirty and often dystopian. Harsh. And really too much on flash. I'm playing a game, I want to lose myself in the environment.
Some good points there. For me it also depends on the medium a bit. I generally don't enjoy Sci-fi video games because I don't enjoy being immersed in a Sci-Fi setting. The elephant in the room is Mass Effect, though which I really love.
For movies I think the issue is that there simply isn't a lot of good Fantasy around at all. So it's hard to decide. There's really nothing decent apart from LOTR whereas there are many good Sci-Fi movies (Blade Runner, Children of Men, Gattaca, 12 Monkeys, Inception, Moon...) and some are worth watching for the visual candy alone (Sunshine, Fifth Element, JJTrek).
For novels I've noticed that most Sci Fi novels I've read (not that many) had terrible character building which annoys the hell out of me.