1) Firebending
No particular reason but for some reason I always favor fire. In our RP system it also has always been my 1st specialty and I have more fire customs than any of the other elements. If I still would need to state a reason, I would say it's the element that has the best balance between agility, offensive capabilities and access to the elements nature.
2) Airbending
Most agile and versatile of all the elements. It allows you to run, jump and even fly like you're a superhuman. If you want to live a ling live, this one is probably the one that will get you out of many deadly situations. The downer is that its destructive force is the lowest of the four elements.
3) Earthbending
In fact my 2nd specialty in the RP, however it has two flaws. If you are not in the present of earth, it's almost useless and unlike with water bringing a few rocks with you will not change much. Both fire and air have pretty much permanently access to their elements, earth and water not. Secondly it's the slowest of all the four elements. It provides in the first place a strong defense. Even though it can of course be used offensively, it just lacks speed. If you're hit with it, you're screwed, but avoiding it is in most cases not that hard. It's for a daily live the most practical though.
4) Waterbending
Just doesn't suit me. Again you need to have permanently water with you as it's not like there are huge water supplies everywhere. Earth at least can still be used most of the time.
No, it's an definitely an Earth Bending technique. When Ghazan was first introduced, Zaheer tossed him 3 rocks into his wooden prison, which Ghazan later pressurized the Earth and phase-changed it to Lava. Unless he can bend 2 elements at once
Actually in TLA when Roku told Aang about the Avatar State he showed an image of the previous fire-Avatar and he could bend an entire volcano just with his firebending. So firebenders could also bend lava, however logically only if they're really high-level benders and they could only manipulate existing lava sources. Firebenders can't create earth, so they wouldn't be able to create lava.
I think Ghazan's bending is some kind of a variation of what the Combustion Man & Lady do. They focus their firebending eneryg into a specific condensed point and then shoot it away, exploding on contact. I reckon Ghazan does something similar by condensing his energy, making it heat up. That process is similar how lava is created deep in the earth: the enormous pressure creates heat energy melting the earth.