Dungeons are area of the game, manga and highly contoversial television series in which Link must go through an enemy-filled area and fight a boss.
Mini-dungeons are smaller versions of dungeons, these often lack the keys Link often faces them to get a piece of heart or large ruppee sum. They don't always have bosses, but system, and very few have an actual boss. However, they may have a strong enemy at the end. For example, the Ice cavern, a mini-dungeon in ocarina of time, had a White-wolfos boss. These dungeons may be optional.
The final dungeon in the game, may have it's own boss or may have just the final boss. These dungeons may either have a mix of all themes, or simply have no particular theme. The walls and floor in these areas usually appear dark and occasionally covered with carpets, but are not neccesarily actually shadow/darkness-themed.