I like long ones that exhaust you mentally mid-dungeon. Blackreach is more of a worldspace when you think about it. I mean a linear, corridor-filled dungeon that is so long it doesn't even have to be confusing to fluster you. You're running out of carrying capacity, potions, and patience. Dwemer ruins are the best at this, however.
I haven't nearly explored Skyrim as much as I should so there are still places I have yet to go so I do get surprised from time to time. I really like the ones where there isn't really a quest per se but you enter it and stumble on some bandits after getting deeper and deeper you see their corpses and then finally what's been killing them. Falmer. At level 15 it's a sort of a panic moment because at that point I'm too deep in to turn around and leave and they always manage to hurt me more than they should
Mmm, I'm a big fan of Blackreach too. Both that and Ustengrav are just visually stunning. And I completely forgot about Wolfskull Cavern - I was totally blown away by the voices and the spiraling lights during the Wolf Queen ritual, absolutely unexpected.
As for Falmer, I really liked the one where you see the lost Dunmer caravan - I think it's Tolvald's Cavern. And Frostflow Lighthouse too. One thing you have to say for Bethesda, they didn't just cookie-cutter their dungeons. There's a lot of original content, even if the puzzles are kinda cheesy.