This is a tough one. I derive pleasure from most facets of single-player survival play, be it branch mining, cave delving, spelunking, exploring, harvesting resources or building. About the only things I'm not in to are strip mining and overly technical constructions. I'm not a fan of the Nether either, but that's mostly due to acute acrophobia.
If forced to single out one aspect of play that gives me the greatest satisfaction, I might pick building. Not that I like it better than other aspects. But...I have absolutely no talent for it. Therefore, if and when my constructions turn out half way decent I take special pride in them, warts and all.
It goes totally against any survival advice I give, but sometimes I like to treat myself by exploring a cave without placing any torches or blocks! Just me, the darkness, the natural tunnels, the glittering ores, and as many mobs as I can catch! Having total control is great and all but it's still really exciting to get wild and just trust in my own power!
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"Sometimes, I just wanna give up, say 'I'm done with this mess' and go to bed. But you know what; you can't shrug off your responsibilities. You got to pull yourself up and meet the challenges head on. That's the only way you're gonna get ahead in life."
Exploring caves, abandoned mines, dungeons, etc. I always get hopelessly lost, no matter what I do. I can't help going deeper and deeper, collectecting goodies and fighting mobs all the way. But nothing gives me more statisfaction than finally making it out alive with all the loot!
i think thats one of the fun things about survival mode
Caving. It's just so fun to mine the ores in caves and progressively adventuring through the cave. One might be lucky enough to find a Dungeon or an Abandoned Mineshaft. Maybe even a Stronghold if one is lucky enough!