Window always, for the view and to avoid falling objects from the overhead bin.

I prefer the last row in a small First Class cabin (e.g., 737-200), close to the back in a large First Class cabin (e.g., 757), and behind the wing in coach (e.g., around row 40 of a 757).

I hate bulkheads. I would prefer a coach window seat to a First Class bulkhead aisle seat.