All around favorite enemies, Ineed to say Darknut is my favorite. He's a classic, almost in every game and in a lot of forms/designs and a perfect match for a knight in training; I esp. loved fighting him in Twilight Princess in Hyrule Castle. It was a longer battle and you needed some skill to throw down with him, unlike a lot of the other enemies that go down with hacking and slashing alone. Really made me feel like I (or Link really) was a skilled hero (even though things could have been worse or more realistic - they are less frustrating then the Iron Knuckles, particularly the Iron Knuckles found in the Adventure of Link (Zelda II) - those guys took some time and precision to defeat! Iron Knuckle, therefore, comes in second for me. I can't forgive all those shield blocks and all that frustration they gave my in Zelda II; esp. because I couldn't safe the game then so the stress levels were really up there thanks to them after awhile... It zapped the fun out of fighting them after awhile.
But I'm also going to give credits to Wallmaster here too: not a hard enemy but always got me stir crazy when I saw them appear while fighting in the dungeons, esp when they come in droves of 3 or 4 - can be hard to escape getting thrown back to start.