Use the adjective picaresque to describe your favorite kind of story, if it involves characters having exciting, dangerous adventures.
A picaresque novel features clever adventurers, often poor but spunky heroes who live by their wits and come out ahead in the end. This kind of book first became popular in Spain in the 1500s. Well known authors, including Charles Dickens and Mark Twain, later used a picaresque style for some of their work. It's easy to confuse picaresque, "rascally," with its near sound-alike, picturesque, or "lovely to look at."