I'm definitely not going to do each entry because many of them I don't remember the dungeons too well and/or have no strong feelings.

FFIV - Tower of Babil. You go here multiple times at different parts of the tower and it's always epic.

FFV - I really don't know/don't remember all the dungeons too well, but maybe just the bridge with Gilgamesh, if that counts.

FFVI - Phoenix Cave. First multi-party dungeon in the game and you get Locke back at the end. Yay!

FFVII - Maybe Shinra HQ. That was definitely a great early dungeon. Long, but constantly shifting what you're doing with different things happening on different floors to mix things up and give some breaks between fights, changing objectives. Yeah, this is definitely one of the all time great FF dungeons. Some close contenders/runners up include Temple of the Ancients and the series of dungeons from Great Glacier to Whirlwind Maze.

FFVIII - Kind of hard, because there isn't that much in the way of pure dungeons, lots of in town fighting and things like that. Probably go with Ultimecia's Castle, because that's one of the most clear cut dungeons in the game. Otherwise, maybe the space station. I also really like the assassination attempt, but I'm reluctant to name a dungeon there, because the sewer dungeon isn't great.

FFIX - I've said in the past that I really love disc 1 of this game especially and I think I might go for that early on favorite dungeon too, with the forest or ice cave being strong possible contenders. Maybe Burmecia though. Great music and atmosphere, and it's where the plot really starts picking up but before it gets to the doldrums stage.

FFX - Zanarkand, probably.