Firsts:First 7" single: Hey Man - Marsh Mallow (Dutch band)
First 12" Single: never bought any
First Vinyl LP: T-5 Tee Set (Dutch band)
First Cassette Tape: The Best of Groucho Marx
First CD: Saxuality - Candy Dulfer
First CD Single: never bought any
First CD EP: Big Time Sensuality - Björk
First Super Audio CD: Dark Side of the Moon - Pink Floyd
First DVD-Audio: Brain Salad Surgery - Emerson, Lake & Palmer
First VHS Tape: A View to a Kill
First VCD: She's Too Tall
First DVD: Koyaanisqatsi / Powaqqatsi
First TV on DVD: Reilly - Ace of Spies
First Music DVD: Björk: Greatest Hits (Volumen 1993-2003)
First HD DVD: never bought any
First Blu-Ray: Baraka (i.e. the first one I bought, not counting the ones that came with my player)
Favourites:Action: Kill Bill Vol.1
Adult: Histoire d'O
Adventure: Papillon
Animation: Tim Burton's Corpse Bride
Anime: Sen to Chihiro no kamikakushi (Spirited Away)
Classic: The General (Buster Keaton)
Comedy (movie): Brutti, sporchi e cattivi
Comedy (TV): Shameless (Channel 4 series)
Crime: The Godfather trilogy
Disaster: The Towering Inferno
Documentary: The Fog of War
Drama (in English): Key Largo
Drama (foreign): Festen
Family: Aladdin (Disney 1992)
Fantasy: Lord of the Rings trilogy
Horror: The Shining
Martial Arts: Ying xiong (Hero)
Music: Genesis Live at Wembley Stadium
Musical: The Blues Brothers
Romance: Lucía y el Sexo
Science Fiction: The Andromeda Strain
Special Interest: all IMAX documentaries
Sports: Johan Cruijff - En un momento dado
Suspense/Thriller: Psycho (the original, of course)
Television: The Sopranos
War: Der Untergang (The Downfall)
Western: High Noon
Of course, if I'd start all over again now my list of favourites would be different...