Oh wow, many of the dungeons were cool in my opinion, and I liked them for different reasons. This might be tough ^^;
Well, in Blue Rescue Team, i'll say my most liked place was Sky Tower, because the music was awesome, and regrettably, it's one of the only dungeons I remember from that game ^^;
In EOS, it was a tie between Quicksand Pit, and the one in Shaymin Village, for different reasons. I liked Quicksand Pit mainly because of the music i'll admit, it's my favourite track in the whole game. Shaymin Village, I liked how there were short rest stops after 3 or 4 levels. It makes me seem kind of lazy, but i'd rather get fainted and return to Checkpoint 6, than go all the way back to the beginning of the cave. Wouldn't you agree? :3