I think one's deck-building preferences say something about them, but it's hard to draw any sort of solid conclusion.
One thing I notice about new MTG players is that, even though they may decide on their first deck arbitrarily (my friend had these extra cards, the black intro pack looks the coolest) they tend to develop a love of that particular deck type. I for one will always have a soft spot for allies and I wouldn't be suprised if it's where my fascination with etb triggers and weenie swarms comes from. People can also react similarly to a deck that really made a strong impression on them (ex. the first really good deck they saw, the Pro Tour winner at the time) and fall in love with those archetypes.
It's like dream interpretation- there's too much individual meaning behind deck choice to make any real analysis possible.