I, too, can enjoy anything so long as it's done well. As Kipling said, "There are nine and sixty ways of constructing tribal lays / And every single one of them is right."
The question is what any particular story needs. If the story is set in a world very unlike our own, but which doesn't have one single unifying principle, it often needs a fairly slow start to give the reader some bearings so the story will even begin to make any sense ... but in something like Aubrey's Erde, where everything follows from one single principle, it can be possible to begin "in media res" and explain things as the story goes along.
And if the story is an "action" story, full of battle scenes in which the narrator is constantly fighting for his life and narrowly escaping death, or with fast car chaseschariot races, starting with such a battle could work (though most craft-of-writing books I've read counsel against just starting in the middle of a battle like that, because we need some reason to care about these characters other than their immediate peril), but such an approach will lead to reader confusion or anger if the story is one where the tension comes from the need to think every move through but there isn't much overt action in the story.
I've struggled with this in one of my own stories. The narrator-protagonist sees her country conquered by their sworn enemies and her entire society collapse, and finally traces the responsibility for it back to a time when she had the opportunity, and was being strongly prompted, to do something, but deliberately chose to do nothing; regretting that, and the patterns of her life leading up to it, she prays for a chance to live her life over again ... and is granted it. And all that (except the "is granted it" part) is the prologue, which has to be fairly lengthy because I have to introduce her, her world, and her entire "first time through" her life and lead up to her realization before I can get to "the story itself."
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