They are certainly not emotionless.

- Some Bosses such as Ganondorf/Vaati/Yeta clearly show emotions
- In WW there is a Moblin that writes loveletters
- The Moblins in LoZ who give you money, clearly fear that someone finds out that they helped Link. That's why they say that Link should keep it a secret.
- Shadowmessengers in TP were once human beings, that means that they once had feelings

I guess more evolved/human like enemies such as Moblins, Zoras, Gerudo-Guards ,the Stalfos enemies in Ikana, corrupted beings (e.g. Yeta and Fyrus), the Gorons you fight in TP, and bosses such as Vaati and Ganondorf have emotions.
The more animal/monster like enemies probably have less or no emotion.

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