I guess my favourite would be the Spirit Temple in Ocarina of Time because the battles with the Ironknuckles were such a rush.
I find I only really remember the details for two types of dungeons for each game (neither of which are usually my favourite): the first dungeon and the hardest dungeon. The first dungeon because it's at that point that everything in the game is still fresh and that "I'm playing a new Zelda game!" feeling is still with you. Plus if I ever go back and play a Zelda game again the first dungeon is usually the only one I beat before I decide to do something else.
The hardest dungeon of course I always remember because often it's a huge pain in the ass to get through. Eagle's Tower is by far the king in this category. Other ones I found really hard include the Shadow Temple (I HATE invisible stuff and using the hover boots), Stone Towers (that's the upside down one, correct?) and probably the easiest dungeon to get lost in, Skull Woods.
In terms of worst game for dungeons I would go with the first game because all of the dungeons for the most part look the same and are pretty uninteresting. Wind Waker has by far the most boring 3D dungeons though. The best game for dungeons would be Majora's Mask. Even though it had only four dungeons the dungeons it had were all huge, complex, and pretty hard. There were no short easy dungeons that could be beat in ten minutes in that one. A Link to the Past has the best 2D dungeons.