i havent played zelda 1 and zelda 2 so i cant comment on that, however i've played the rest.
My least favorite is Skyward sword, i thought it was gooood but nothing amazing or revoltionary like all the reviews say. i gave it a solid 8 outof 10 which is still a very good score. I thought the game was underwelming with some week designs compared to it's predecessors. One of the reasons i bought a wii was for that game and i was pretty dissapointed, specially comparing it to the competition out that year. However the story was nice. I dont really play nintendo games for story but this one was decent with some nice cinematic moments.