BRD hands down. Finishing it could be your worst nightmare, yet still the dungeon was the most fascinating one there was. By a mile. The Moria like atmosphere just did the thing for me.
Runner ups:
Sunken temple was neat, such a remote and forgotten feeling, yet large, confusing and challenging (at least by that day's standards). Zul'Farrak was cool as it was an open air dungeon. And Naxxramas for being The end game.