Generally speaking, first person is good for stories where the narrator is particularly fascinating and has a strong personality, so the focus is on that person and his/her internal life. Examples: cozy mysteries (where it's really all about the sleuth, and only incidentally about the murder itself), and chick lit (it's all about the internal issues of the protagonist) and lit fic (again, with the focus on the internal issues of the protagonist). Personally, I think the claim by many experts that it's more "intimate" for the reader is false; it may be more intimate for the writer, but when a reader reads "I," the person who is "I" is someone other than the reader, like when a friend is talking to you and keeps saying "i did this" and "I did that," and every "I" is a reminder that someone other than you did/said/felt something.
Third person limited (either one POV throughout the entire book or one POV per scene) is particularly good for bonding a reader with the characters, encouraging the reader to experience everything the POV character does without any distance between the character and the reader, and is therefore particularly good for emotional stories. Most romances are told in third limited. Probably thrillers, too, and a good number of sf/f, depending on whether the intent is to present an emotional story or to explore an idea.
Third person omniscient (which is not the same as third limited w/ headhopping; omniscient has a separate narrator, a clear POV that does not belong to one of the characters, and is not simply occasional authorial intrusion, which breaks the bond between reader and character) tends to create a distance between the reader and the characters (although if it's done right, the reader will bond with the omniscient narrator, which is why it's not jarring to know the contents of so many heads, b/c the reader never leaves the bond with the omniscient narrator). As a result, it's particularly good for comedy and satire, where the ideas matter at least as much, if not more than, the characters themselves.
Each POV has its strength and weaknesses. The trick is to know what kind of story you're writing -- one character's journey, an emotional journey, or an idea-based (rather than character-based) story -- and then it becomes relatively simple to figure out which overall POV is best.
JD