ToFS is so fun. Kael, Velks.. Velious is great
[You must be logged in to view images. Log in or Register.] Spent tons of time in Karnor's back in the day and loved the fact that a train could come at any second.
In WoW.. I really liked Shadowfang Keep for sure, but as someone already said, most dungeons really felt like loot pinatas.
Edit:
Forgot about The Hole. Definately one of my favorites.