Out of the ones I've played:
1) Ocarina of Time
2) Link's Awakening
3) Majora's Mask
4) Link to the Past
5) Wind Waker/Twilight Princess
6)Spirit Tracks
7) Minish Cap
8) Oracle of Ages/Seasons
9) Phantom Hourglass
10) Four Swords Anniversary Edition
The top 5 places are all very close together--in fact I'd say after Ocarina, LttP, MM, LA, TP and WW are more or less equal to me. Spirit Tracks I found very enjoyable, though I have only played it the once--I thought it was a much better game than Phantom Hourglass, which I thought made excellent use of the DS's features but was a weak Zelda game. Places 6 through 10 are possibly open to be switched around, as it's a while since I played all of those games (bar Four Swords) and I'm not sure how I'd rate them against each other.
I have Four Swords Adventures, Legend of Zelda and Adventure of Link but haven't played them yet. I'm hoping to play Four Swords Adventures with some friends soon, and the two NES originals will be played on my 3DS at some point, probably after I've played Skyward Sword.