Like Linkmaster did above, listing them per game is the best way of getting my opinion out. And don't judge me for reposting here a million times, my opinion changes often.
Favorites:
Zelda 1: Dungeon 5
Link to the Past: Turtle Rock
Link's Awakening: Turtle Rock
Ocarina of Time: Water Temple
Majora's Mask: Great Bay Temple
Oracle of Ages: Jabu Jabu's Belly
Oracle of Seasons: Unicorn's Cave
Wind Waker: Earth Temple
Minish Cap: Palace of Winds
Phantom Hourglass: Ice Temple
Twilight Princess: Temple of Time
Skyward Sword: Sky Keep
Link Between Worlds: Ice Ruins
Triforce Heroes: The Fortress
Least Favorites:
Zelda 1: Dungeon 8
Link to the Past: Ice Palace
Link's Awakening: Face Shrine
Ocarina of Time: Jabu Jabu's Belly
Majora's Mask: Woodfall Temple
Oracle of Ages: Mermaid's Cave
Oracle of Seasons: Poison Moth's Lair
Wind Waker: Forbidden Woods
Minish Cap: Fortress of Winds
Phantom Hourglass: Gust Island
Twilight Princess: Palace of Twilight
Skyward Sword: Skyview Temple
Link Between Worlds: Skull Woods
Triforce Heroes: The Volcano