My favourite enemy would probably be the Chuchus from TP. I love how you can kill them to get different potions; red, green, blue, and yellow. I also loved how if two of them combined it would form a purple Chuchu which gave you a special surprise. And according to http://www.ZeldaWiki.org/ there is also a special Chuchu, but I have yet to com across one.
Hmm, my favorite enemy's would have to be Darknuts, from any game. They are kind of a challenge, which I like, and it's like a big sword to sword battle when you're up against 3 or 4 of them, such as in TP (the cave of ordeals) and WW (the savage labyrinth.)