timppu: If I think how I played Mechwarrior 2, it depended on the mission. IF I could choose only one type, then a faster nimbler one so that I can more easily dodge enemy shots, and equipped with some kind of energy weapons so that I have unlimited ammo.
While a slower and stronger mech was preferable in many missions, on some missions speed was of essence when you were e.g. trying to catch incoming enemies from different directions when they were hunting the cargo ships or whatever that you were supposed to be protecting.
EDIT: If this question was more about "Do you prefer Japanese mechs which are apparently made out of thin paper as they can do piruettes and somersaults in the air and move without inertia, or western mechs which are more like tanks on two legs?", then I prefer the western mechs, like in the Mechwarrior games.
Have you tried the mech commander games? It's one of those games in which the hardest setting provides for, I think, a very enjoyable challenge. Really tough, but also fair.
And sounds like you are also put off by the nimble and athletic mechs. In that case I'd definitely recommend you check out
Blue Gender, and this coming from someone who doesn't consider himself an anime fan. A stand out quality of the mechs in it are the definite sense of weight and momentum behind them. And how surprisingly squishy they are against the blue.