The Ancient Cistern is also my favorite. It had an awesome design! That nightmarish basement was unexpected the first time I played it but perfectly matches the tale. It tangentially tells you a Japanese story. The puzzles were okay but I really like that one of them had to be solved with a riddle. You don't see that in zelda very often. The boss was cool too.
The Sandship is my favorite dungeon. Navigating through a ship, killing everything with a bow and arrow, freeing prisoners, and to top it all off, have an epic boss fight against a giant squid.
sky keep easily is the best because it blended all the items nicely and quickly. the room changing made it very quick and fun, also. (quick so you dont lose your focus.)
I have to say Ancient Cistern because it was a water dungeon done well and it was really cool, especially the basement. Sandship was also really creative.
I liked the Sandship. It was the only dungeon that was legitimately confusing. It was the only one I actually saved and quit in the middle of. I finished every other dungeon in one play session, but the timeshift stones gave so many more options of how to go through the dungeon.
Even though there were alot of good ones, it's hard to narrow one down to my favorite, but I guess I'll have to choose the Sandship just because of the Giant Squid you get to fight at the end.
For me it goes Sandship > Sky Keep > Skyview > Lanayru Mining Facility > Ancient Cistern > Fire Sanctuary > Earth Temple.
I loved the amount of choice present in the Sandship and Sky Keep. They were the two most nonlinear dungeons in the game, and I loved analyzing the different possible paths to find the optimal routes through the dungeons. I also was drawn to the fact that both dungeons revolved around universal changes like the Water Temple of Ocarina of Time or the Stone Tower Temple of Majora's Mask. These dungeons really appeal to me because you have to focus on something else while tackling the obstacles right in front of you.