Many of them are depending on what class you are playing.
For melee classes Black fathom deeps holds a massively good quest reward in the form of outlaw sabre. Wailing caverns like you mentioned is easily worth it at least for horde because of it’s ease of access and same applies to ragefire chasm.
Then shadow fang keep offers massively good loot especially for casters but also it holds some of the first good rings like seal of sylvanas which again is very nice for anyone using str and sta.
The razorfen dungeons are once again ok especially for horde but one of the greatest leveling dungeons is the scarlet monastery complex it holds a massive amount of loot at great quest rewards for both factions definitely a must do place.
Zul’farrak like you mentioned is a nice place especially if your group has the mallet available and Maraudon is easily worth it no matter what class you are lots of nice loot there that will help in the later dungeons.
BRD,LBRS are considered max level dungeons by most players and I personally recommend doing them at max level unless you have a group that knows their stuff because they can be quite daunting for inexperienced groups.
I won’t go into alliance specific dungeons because I don’t know anything about them. But here is my horde compilation
RFC : Go
WC : Go
BFD : maybe (far away best quest rewards are for melee)
SFK : GO
Gnomeregan : Skip (if you do complete the teleporter quest to go there)
RFK : maybe
RFD : maybe
SM : Go
Uldaman: skip (good items but far away and can be tricky)
ZF : GO
Mara : Go
Sunken : skip (far away and reaaaaaaaally slow to complete)
Obviously if you have never completed a dungeon you really should do it just for that reason. And they are more fun when level appropriate when compared to just bashing through at max level.