My favorite dungeons are all at least somewhat challenging, heavy in atmosphere, and unique. The adult portion of Ocarina nailed this, as did Majora's Mask. A Link to the Past and the other consoles games aren't slouches either. My absolute favorite is the Forest Temple from OoT.
Now for least favorite...
The first couple dungeons of The Minish Cap come to mind. Skyward Sword's Fire Sanctuary was very disappointing too. Why revisit the fire theme?
Favorite: the wind temple
This temple was incredible the mirror puzzles were a lot of fun and I just love the ghostly temples. Although the boss was subpar I just love this temple. A close second is the Ancient Cistern which is by far the best of skyward sword
Least favorite: Level 9 and the Great Palace
I had to play through level 9 without the skeleton key which is impossible it seems. Great Palace for obvious reasons especially the ridiculously hard mini bosses and of course dark link. They were both bad temples for me.
My favourite would have to be the Ancient Cistern because of how beautiful it is. Koloktos was also my favourite boss because of how awesome he was and the music in the boss.
The Sky Keep I really liked except for the fight with Dreadfuse which was easier than Scervo. I wish it had a boss though, maybe one that had seven phases?
The only reason I didn't like the Sandship was because it used the timeshift stone mechanic from Lanayru Mining Facility.
And the only thing that made me hate Lanayru Mining Facility was the music because after hearing it so much it started to drive me a bit mad.
My least favourite dungeon was the Fire Sanctuary because to me it was nothing special and the boss was just Ghirahim with two swords. Still its not bad.
BEST - Had almost everything I want in a Zelda Dungeon
1. Ancient Cistern - Beautiful
2. Sky Keep - Unique
3. Lanayru Mining Facility - Well Designed
4. Earth Temple - Good Mechanic
5. Skyview Temple - Generic
6. Sandship - Interesting
7. Fire Sanctuary - Underground Puzzles
If we are talking Skyward Sword, which is the forum it is in, so I'm assuming we are...
Ancient Cistern & The Sandship.
Both of these dungeons really kept me involved and entertained. I really enjoyed the lay out of the Ancient Cistern; the fact that it was beautiful, pristine and heavenly above, and hellish and demonic below was a really exciting set up. The Sandship was just plain cool, I enjoyed the entire sand sea area, and the ship had one of my favorite mini-bosses: Scervo. Although Dreadfuse in the Sky Keep was much more fun to fight, I still enjoyed every aspect of the Sandship. Running through it while Tentalus was destroying it was also awesome.
My favorite temple is the Wind Temple from WW. I really love the music in it. Plus Makar is there with you, and he's so adorable ;u;
My least favorites are the Stone Tower and Shadow temples, from MM and OoT. Stone Tower Temple was very difficult..I had to use a guide on this site and it took me hourssss..plus you had to worry about the stupid moon falling..completing it before the night of the third day DX
The Shadow Temple is a pain, too. Plus it was freaky. o-o;; I hated how dark and creepy it was..but that was to be expected since it was called "The Shadow Temple".
My least favorite ones are, Jabu Jabu's Belly in OoA, Water Temple in OoT, Explorer's Crypt in OoS, Gargoyles Domain in Alttp, and Snow Peak Ruins. I basically love every other dungeon. ^^
I'd have to say my favorite dungeon is Dragon Roost Cavern. It certainly isn't the best dungeon of the series, but it's fun none the less, and it was my first 3-D Zelda dungeon, so it was pretty awesome for me.