I don't think I have a favorite. Part of that is because I know I've really enjoyed a number of them, but my memory is on the opposite end of the scale from photographic, so I can't for the life of me remember which names go with the ones I like best. And it would be hard to pick, anyway. Every time I end up in a new and interesting dungeon, it becomes a 'favorite'. I'd have to go back through them all and take notes and compare them all, to be able to make a call on that. And that ain't gonna happen
Blackreach. If they cut out half of all the dungeons in-game, and instead had more dungeons as drastically different from others as Blackreach was, it would be a worthwhile sacrifice.....vs having a bajillion forgettable little distractions.
Blackreach was awesome, I loved a bunch of places though, Valtheim Towers, the sightless pit, and a certain falmer-infested lighthouse to name a few. I loved lost valley reboubt/bard's leap summit too.
One of the most challenging dungeons for me was Forelhost, it's a large dungeon with lots of loot, many dangerous enemies and hidden traps. Oh, and it respawns