Figure I might as well jump into the bandwagon. I don't really have clear favorites and nonfavorites actually. I'm sure others disagree, but in some ways I feel that a lot of the levels don't stand out, many seem more or less variations on the same theme to the point where I could hardly recall them by name anymore, only a number really stands out as truly innovative, and even fewer that are innovative without being annoying.
Rather than particular few non-favorite levels, I think for me there are simply two distinct types of levels I hate, aside from the universally hated "we all fall down" by the third time (to be fair, it must be DMA's idea of a running gag, but it's not so funny when you don't have the password to skip to the next, infinitely more interesting level):
1) I'm not too into levels where I have to time bombers. I wouldn't mind if they have temporal checkpoints, but since they don't, it potentially means a lot of restarts, possibly repeating a lot of the parts I can already do reliably.
2) I'm not too into levels where a good number of lemmings have to senselessly die. Especially terrible is "From the Boundary Line". Would've been "Cascade" until I accidentally discovered the 100% solution myself and then it's not so bad anymore.
[though to be fair, I've started to have an attitude change on type #2, especially after conceiving some level ideas that are 10 times more sadistic to the lemmings than something like Cascade..... O_o
And that was inspired after seeing enough custom levels where there's no floor underneath an entrance.]
Other than that, none of the other levels are so bad that I would say I hate them. Though liking them enough to be called "favorites" is another story (and thread) altogether.