1. A Link to the Past
2. The Legend of Zelda
3. Twilight Princess

#1: Link to the Past (love 2D Zelda)
#2: Ocarina of Time (close to #1)
#3: Legend of Zelda (playing it right now - 2nd mission is a KILLER!)
#4: Wind Waker (awesome game)
#5: Legend of Zelda II (still one of my fav games ever)
#6: Minish Cap (awesome & recommended, for those that have not played it)
#7: Twilight Princess (long, and pretty cool - slow in spots though, too linear)
#8: Majoras Mark (really challenging, never managed to finish it - quite dark)

The other 2D games are up there as well. Links Awakening is a AWESOME game, considering its a COLOUR GAMEBOY title. Never got around to playing Seasons, but heard they rocked as well.

Never got into Four Swords...

Twilight Princess forever!

(Hey all, first post; been haunting the forums for some time and finally gave into that sweet, sweet temptation to join the fray.)

It's hard (or at least impossible) for me to pick a favorite Zelda, akin to picking your favorite child. I can say why I loved each one I played:

Link to the Past: Really set the standard for the series, with compelling story, the Dark World mechanic, great variety of interesting items, large environment, deep sense of exploration & very crisp, inviting graphics/music considering it was '92. Tons of nostalgia here for me.
Ocarina of Time: All the greatness of LttP, only bigger environment, more item variety, more compelling characters, deeper dungeons, the great Time Travel mechanic, and 3D! Can't complain about that.
Majoras Mask: One of the greatest and most well-integrated gameplay mechanics I've ever encountered... let's dub it the Groundhog Day mechanic. Living the same 3 days over and over again just let you perfect all those side-quest timelines and gradually figure out what you needed to do to control the flow of events to their happier conclusions. Brilliant. The sense of urgency was unprecidented. And just the raw emotion built into the tragedy of reliving the death of all those deep characters... failing to save them over and over until the very end... it's just an incredibly moving game as a whole.
Wind Waker: Seems to be under-rated. I hate hearing people bitch about the sailing taking too long. The point of a video game, for me, is to relax and enjoy the experience, not get from point A to point B quickly so I can get the whole thing over with and move on to the next game on my list. I looked forward to heading out into the vast seas and seeing what new treasures and secrets awaited me on the way. The art style added a unique freshness and excitement to it as well.
Twilight Princess: I enjoyed the game very much overall, but it did seem to lack a certain something that the other games had... perhaps it was the Wolf mechanic as compared to the other games. It didn't seem as well integrated as the dark world, time travel, moon crash and ocean-exploration gameplay systems did. It was well done, but it seemed more on-the-side rather than central... if that makes sense. And no one would talk in the castle town... I felt like there could have been more characters with side stories to investigate. But my complaints are small in the face of the pure fun of the game, the vastness and beauty of the world and the unique Wii controls.
Link's Awakening: I'm actually playing this again presently. Seems to lack a system like the Dark World, but still a great, well-paced adventure with clever gameplay. Takes itself considerably less seriously than other Zelda games, too, like the inclusion of Mario series baddies (goombas, bloopers, etc); it fits with the dream-world theme and presents a nice change of mood from the other games.

Bottom line, they're all a blast. Whew... OK I'm done.

LINK TO THE PAST.

 damnit. you should have said anything other than that. becuase I hate to agree with you.

Link to the past. 

LttP is fantastic, but OoT is better.

Link to the past. "

well,in this game called life your either a leader or a follower,and you my friend are a follower.

1. Majora's Mask Ohh I still recall my anxiety caused from the clock...
2. Link's Awakening First Zelda ever played (About 10 times!)
3. Twilight Princess Loved the control scheme and darkness

Wang of Gamelon