It depends on the style- I love detail, and implication, so an author that gives all sort of small details, and uses these to provide plot cues (rather than more overt statement) tops my list, in most cases.
That being said, short
novels, in general, 'give' you the wrong information: they don't require you to work as hard in deciphering the plot and/or subplots, and make you work too hard when it comes to forming your own conception of characters/settings (there are, of course, exceptions).
A long novel, however, tends to introduce a character over time, in a manner better approximating a real-life introduction to a person.
To give an example, in lotR
Sam is revealed through his speech and actions over the course of the work. Our initial glimpse of him doesn't forshadow his true depth and shrewdness. His nature isn't stated, it's lived.
hm, I wrote more than I meant to

, so I'll summarize: I tend to like longer
books more.