I'll speak of Zelda since that's my only true expertise in gaming.
Sky Keep in Skyward Sword is really cool. A moving puzzle of a dungeon? Really frustrating but really awesome too. I'm sad you only get to do it once then the dungeon goes away.
Koloktos in SS is a great boss too, I hated it at first but the second time through I started to love it. Automatons rule! Ripping off arms is fun!
And even though they are really hard, all 4 Spirit Trials rock.
On to other Zelda games, Stone Tower Temple (normal and upside-down) combine for a stellar level in Majora's Mask. That whole game is near flawless.
Ocarina has the Dark Link in the Water temple. Lets never forget the music of Gerudo Valley either, phenomenal! Near flawless game (Bombchu bowling makes me wanna tear my hair out).
I'll keep going later about Zelda but my fingers hurt.