Too be fair, whether cheating felt hypocritical or not, it was the only way to win.
I think my favorite is probably Kaneshiro's? I know that might be a bit of an unpopular choice.
Kamoshida's was the perfect setup for the rest of the game and introduced most of the necessary mechanics, though the narrative causes it to drag on a bit.
Madarame's was a good expansion on Kamoshida's in almost every way, and it got really creative with the paintings, though I felt they could have done better.
Kaneshiro's MIGHT be my actual favorite, at least up until the end, I liked the twisting hallways and few safe rooms, where you have to open locked doors to open up shortcuts.
I like Futaba's for a similar reason, with the puzzles in the branches tying back into the central hall.
Okumura's is just okay, I know a lot of people seem to hate it and it's puzzles, but in my opinion it's the easiest Palace in the game.
I think the Casino is among my favorites but it feels way too short compared to every other dungeon, I wish it went on longer.
I like Shido's and the hallway sections but I've already expressed how I think the Mouse parts are overused and it ruins the dungeon overall for me.
I don't know if they count as dungeons but Mementos Depths has a nice aesthetic but sucks otherwise, and I like Qliphoth almost entirely for Life Will Change loudly blaring.
I just realized I typed more than I really needed too but I don't wanna put anything I just typed to waste so...