Agreed, Midna was my favourite too. She was just fantastically bonkers.
Favourite dungeons? I thought Inside Jabu Jabu's Belly was a pretty unique one. All the ones in ALTTP were brilliantly designed but my favourite from that? The dark world dungeon in Kakariko Town. You'd be at the bosses chamber within two minutes but there would be no boss. You then need to work who the hell the boss was, where they were and how to get them to reveal themselves. It was fantastic dungeon design.