I haven't played enough Zelda to make a great list but here it is :P
Favorite:
1) Goron Mines (TP)
2) Inside the Deku Tree (OoT)
3) Hyrule Castle (TP)
4) Dodongo's Cavern (OoT)
5) Woodfall Temple (MM)
6) Forest Temple (TP)
7) Arbiter's Grounds (TP)
8) Fire Sanctuary (SS)
9) Forsaken Fortress...