ever since ocarina of time got released i've regarded it as the best video game ever, but i must say that majora's mask has aged incredibly well! love its unique atmosphere. i haven't finished skyward sword yet, but it's definitely the best zelda game since majora's mask.
i believe it all boils down to which game you played when you were a certain age. i didn't play a link to the past until after majora's mask. had i played it back in the early 90s, i probably would've grown even more fond of it. still love it though :)
but for now i'd say oot > mm > ss > alttp > tp > ww > tloz. (and i LOVE the original tloz!)
those are the only ones i've played, never played any of the handhelds unfortunately.