My favorite type of dungeon is almost certainly the dragon's lair.
Dragon lairs are awesome for a few reasons. One, they're the source of a major decision for the party; either A) go in and possibly get killed by a monstrously powerful dragon, or B) walk away and ignore the massive pile of treasure at the end. Dragons are a huge part of D&D (who'd have thought?), and making a good dragon's lair takes a lot of effort. As a DM, you've got to balance good encounters and traps to keep the party on their toes before getting to the dragon without using up so many of the party's resources (spells, healing abilities, hit points, etc.) that they won't be strong enough to face the dragon at the end. You've also got to make the reward worth it, so even if the party loses a member or two, there will be enough treasure to make it worth the sacrifice (maybe with enough gold for a Raise Dead spell or two).
The other major difficulty in using a dragon's lair is the dragon itself; a fight with a dragon has to be climactic, epic, and tense. While some of that falls on the dice and how well the DM and players are rolling, it also has to do with making sure the dragon is a suitable opponent for the party: too tough, and the party isn't going to succeed at all. Too easy, and the party is going to stomp over the dragon and won't feel like they've really earned all that dragon treasure.
Sometime soon, I'll be writing another, longer post about how to make memorable dragon lairs.