i always used to say that - i was really into ancient egypt for a long time (i even did a night course in reading/writing hieroglyphics and had a text book the size of a house about egyptian grammar!) and i always kind of thought modern history was dull by comparison, but when i accidentally ended up doing modern history for my degree i changed my mind :) i guess i like to cover all the bases, my favourite periods are probably ancient egypt (although never at degree level); medieval europe (750-1250) and the bit between about 1780 and 1918, oh and soviet russia. it's much more of a history POV but for me it's all about the social change - the periods where there was most change and upheaval for the ordinary person. i think that works for anthropology too, esp if you're doing the social side, but even on a more scientific basis, major change can affect things like nutrition, health, death rates and so on.

haha now i'm rambling :)