Favorite/Least Favorite dungeons? Well, out of the ones I own...
(I own the first two Zelda games but I've never actually played them to completion so I'll leave them out.)
OOT:
Favorite: Forest Temple or Shadow Temple. Both were really amazing and had really interesting designs.
Least Favorite: Inside JabuJabu or Water Temple.
No explanatikn needed.
MM:
Favorite: Snowpeak Temple, and all of the mini dungeons.
I just like snowy places, they're pretty. The mini dungeons were all unique and fun, especially the Pirate's Fortress.
Least Favorite: Great Bay Temple.
It's literally satan, but more tolerable than the Water Temple from OOT. Zora Link was really fun to use though.
WW:
Favorite: Dragon Roost Cavern.
I beat it when I was really little all by myself, like 5 times. I could never make it past the second dungeon as a kid, so I always restarted my game to explore Windfall and Dragon Roost all over again. Bashing that eye still makes me cringe.
Least Favorite: Wind Temple.
I don't think I have any good memories with that temple aside from the boss fight.
Twilight Princess:
Favorite: Snowpeak Ruins.
Snowy, AND a mansion?
Least Favorite: Palace of Twilight.
I don't like things chasing me, okay? There was some pretty scenery though.
Skyward Sword:
Favorite: Ancient Cistern.
A fun water temple with a secret undead vibe, done right. You finally did it Nintendo.
Least Favorite: Earth Temple.
Boo. Annoying. Bland. Lame.