LoZ - Level 2 (Moon) - It's kind of hard to choose a favorite in a game where all the dungeons are so similar, but I just like the way this one is layed out. I liked how there were two layers, and you could go through one by getting keys from the other one, or going through the other with bombs. Pretty much every northern wall on the furthest right column was bombable, and I just liked the way that worked. It was fun to fight those blue Goriya's such early on in the game (especially if you haven't gotten all possible upgrades) and Dodongo's are just classic.
AoL - Level 3 (Island Palace) - I thought that this palace just general had the kind of enemies that I like to fight. In other words, it had Doomknockers and Red Iron Knuckles. It wasn't a particularly difficult palace aside from the boss, so it wasn't frustrating to the extent that I hated playing through it like one or two other dungeons in that game. The boss was also pretty fun while mildly frustrating, the Iron Knuckle on a horse (or whatever else you want to call it). Using the down thrust in general is something I enjoyed doing in AoL, so the first stage of the fight was pretty fun. The second stage, a Blue Iron Knuckle, was okay, as I like fighting Iron Knuckles, but it's not as fun when they can shoot sword beams at you.
ALttP - Ganon's Tower - Don't remember too much from this game, but I remember having a blast in this dungeon. It was probably the hardest in the game, and I loved all the complex puzzles in it and it was real fun to fight all the difficult enemies and try to figure out all the puzzles. I remember it lacking a main boss, even though it had the first 4 bosses, which was pretty cool. But the rest of the dungeon was great enough that it didn't need a boss particular to the dungeon to make me like it more than any other dungeon in that game, but it really could've used one (although I don't think that would've fit the story very well).
OoT - Shadow Temple - Definitely one of my favorite dungeons in the whole series. I loved the whole scary atmosphere of the temple, with all the ReDeads, Wallmasters, Floormasters, and spiked walls and floors. I also loved the dungeon boss, Bongo Bongo. He was a very fun fight. Traveling through the temple was an awesome experience, and I was on the edge of my couch the whole time, anticipating danger at every turn. That's what I like from a dungeon. Nintendo did such a fantastic job with this one.
MM - Stone Tower Temple - This was definitely a very complex temple, and I like that. It was cool to go in at first and see hookshot targets and such way on top of the ceiling that are way out of reach. After that you know something pretty cool is going to happen later in the dungeon. There were a lot of pretty cool puzzles throughout the dungeon, as with most of MM. Garo Master was pretty awesome to fight... He was like a Ninja, and it's pretty fun to fight something like that that has such interesting tactics. Aaaand the turning upside down. That's one of the most awesome things that has happened in any Zelda Dungeon (lolsitename) and it made the dungeon really interesting. Eyegore was actually really fun to fight, how he was on a narrow platform and you had to use your bow to aim very carefully and shoot his eye. Gomess was pretty awesome too. It was a pretty interesting fight compared to most minibosses. The Boss, Twinmold, might not have been the most exciting thing, but it was fun to use the Giant Mask, as that's the only time in the game you can use it.
TWW - Earth Temple - I thought this temple was kind of like OoT's Shadow Temple, but a little less spooky, and with WW - style twists. First of all, you controlled Medli a lot in this dungeon. I like controlling other characters, and Medli was definitely a heck of a lot more fun to control than Makar. I thought while not that significant, the puzzles in this dungeon were generally overall more enjoyable than the majority of the other dungeons. Though that puzzle at the end is one of my favorite parts of the game. It's really fun and interesting how you have to use the mirror shield to reflect lights of different mirrors to hit different statues and walls and such. It was actually really confusing, but I thought it was really fun to try and figure out. Jalhalla wasn't much special, but just like most bosses, it was an enjoyable fight. I liked how different poes made up this giant boss, Jalhalla, and you had to throw Jalhalla into spikes and make him split into poes that ran like chickens with their heads cut off that you had to fight in order to destroy the big poe, Jalhalla.
TP - Snowpeak Ruins - Ice dungeons have always been fun in Zelda. I liked this one a lot. I liked all those ice enemies in here, the Freezards, Chilfos, White Wolfos, etc. I also like how this whole dungeon you are trying to make a soup. I think that's an interesting plot to a dungeon and it was a nice addition. The item of the dungeon - The Ball and Chain, was my favorite item in the game. It's just so fun to use and smash apart those ice enemies with. While the boss, Blizzeta, was ridiculously easy, I pretty much loved the fight. As I mentioned, I love using the Ball and Chain, and while the fight didn't have much variety to it, it was still fun to slug the Ball and Chain around and break away at Blizzeta. Oh, and you have to mention, the NOT TAKE MIRROR thing right before the fight was one of the best quotes in Zelda to date.
Yes, I know, I excluded many games. I either haven't played these games enough or don't remember much about the dungeons or didn't think there was a specific dungeon that stuck me as better than the others.