I like anything from 1,000 to 2,500-ish (2,600 can be okay; the difference is fairly negligible). Beyond that I think that choices in army construction become less important, magic stops scaling up properly in the larger games except in the instances of a spell like Dwellers hitting a large unit of elite/semi-elite models (and not every Lore, nor every army has access to such things) due to the way Winds of Magic work, and the number of models required for most armies becomes prohibitive to anyone who hasn't been playing the game for quite a long while--or who is rich indeed both in finances and free time . I will say that I think Fantasy can safely go larger than its equivalent game size in 40K not only for the standard reason of characters taking up a far greater portion of an army's points, but also because ranked units on movement trays make shuffling around the larger number of models a much more practical endeavor.
I also find that past ~2,500, a lot of people are just taking more of the same, or would be doing so if they built their ~2,500-point army to include the things that they wanted to take, because that point size allows for pretty much anything to be included. This results in a game that is larger, but nothing more; it's the same units ... with more models, or more copies of the same units, etc., and as such really doesn't create any more interest for me. I think for example that 40 Skeletons are just as "interesting" to use as 100, thus have no desire to use a unit of 100, ever.
If I had to choose my ideal or favorite game size it would be a tossup between 1,500 and 2,000.