Vagina for the win. This was especially important back when I was swinging and would likely never see a new playmate again, so getting to fuck her in the pussy and even more so, cum in it, was always the choice if she was up for it. There is also just something primal about ejaculating in a vagina and also makes you feel closer to a partner.
While I've found there is no such thing as a bad feeling vagina, not every woman can give as good a BJ, so that is only a secondary preference, even though I get my most powerful orgasms through oral when it is good.
Not into anal, so it's not even in third.