I can't think of one I love most out of all the games UGH so I'll try to name my favorites from each game:

LttP: The ones I remember best are in this entry (probs cuz its my fave) Palace of Darkness hands down. Fkng LOVED the end boss def one of my fave bosses in the entire series. Well ALL the end bosses in LttP were so much damn fun to fight save for the Desert palace sand serpents (or wateva they were) stay still fkers xD
OoT: Water Temple n Shadow Temple for the music <3
TP: Arbiter's Ground, creepy n foreboding

I cant remember the rest plus its rather difficult to narrow em to down to 5 (for me nyway). I'm always excited to take on ALL the dungeons in Zelda games, challenging or not.

As for Link's best companion character Btch plz -NO CONTEST-