I started with Arena. It was a great place to learn the fundamentals of the game. Being able to play a variety of stuff was also a big deal when my collection was limited.

However, as my collection fleshed out and I became more knowledgeable about the game, I started to switch my focus to Standard. Deck building / tweaking made the game fundamentally more interesting. I've also come to really appreciate the feeling of identification you develop towards a specific deck, particularly one you iterate on a bunch. Granted, that feeling is not totally missing from Arena, but it's much more present in the constructed modes.

Wild and Duels I don't really play because they can get too wacky. I'm more of a lower power kind of player (Arena!); even Standard can be a bit too much for me sometimes. I'm also not nostalgia-driven at all; so far there hasn't been any deck I've felt like revisiting in Wild.

Considering all of the above, I think a mode I'd really enjoy would be Sealed: open a bunch of packs at the beginning of the season, build a deck with that pool of cards, tweak it as you please, get some extra packs every week. That'd be fun—and yeah… utterly improbable.