Traditionally, the Group Dungeons in the first zone for an alliance were easier. This is still true for the ones in Stonefalls, Glenumbra and to some extent Auridon. Banished Cells was always a bit harder and still is. From there as you progress up the zones, the difficulty gets higher until you get to the DLCs.

Now, with One Tamriel, dungeons were tweaked to an extent to make them more even in difficulty, but the zone progression still holds sway, particularly in Mechanics.

Also, we have Normal I and II versions, Vet I and II and Hardmode, so dungeons can be tweaked even more by the player. The differences can be subtle, or can be "what the heck just happened here?"

I will say that the Shadows of the Hist dungeons are currently the hardest ones in the game. Then the Imperial City ones, followed by the old zone 4 and 5 dungeons in descending order of getting your butt kicked.