1. Magister's Terrace - great design, chaotic but fun council boss, awesome Kael's speech, great looking loot, a mount, an awesome pet and a BE sphere. I've been there dozens of times, but still enjoy it.
2. Blackrock Depths - the most epic dungeon ever! We got lost countless times before I memorized all the layout, but this dungeon with a good group was truly an adventure.
3. The Stonecore - I liked the whole Deepholm design, being in a giant cave with all its shattered crystals. Millhouse is fun, love his Impending Doom spell. Huge trash before the last boss was also fun, even if it killed us. =)
4. The Halls of Lightning - can't explain why, but I always liked this dungeon. Must be the design.
5. Icecrown Citadel dungeons - all 3 of them were fun, diverse and immersive. Halls of Reflection might've been too hard though.
As for Pandaria, sadly, I don't like any of its dungeons. Some of them I find really annoying (like Stormstout Brewery) and overall they are rather meh. The best would be the updated Scarlet Monastery/Halls.