Sky Keep is one of my favourite dungeon concepts of all time. When I first examined the tablet and realised that the whole dungeon was itself a puzzle, I just drooled (not literally). It wasn't my fave dungeon of Skyward Sword though. But that's not what this discussion is about.
I didn't really have a specific favourite/least favourite. I thought they were all pretty par. But if I had to choose one, it'd be the Earth Temple. It just didn't really stand out for me. I felt like all I was doing was a string of puzzles, not an overall puzzle, which is what I think dungeons should be. After an allowable slow start with the Sky Temple, I give the Earth Temple the wooden spoon.
Special mention goes to Fire Sanctuary. I replayed OoT last week and experienced the Fire Temple, which is situated inside the crater of Death Mountain. I felt hot just playing the game, and the whole idea that I knew my job was to kill a Goron eating dragon made it all the more exciting. The Fire Sanctuary is the crater of a volcano. By the end of the game, Eldin Volcano has erupted, yet Fire Sanctuary seems less on the brink of eruption than Death Mountain Crater. Also, the lack of a proper bossfight devastated me.