For me, Skyward Sword is the only answer. All other Zeldas have been on the spectrum of OK to great. SS took away all the freedom of exploration, and left you with just another modern corridor simulator. To make things worse, they made sure you didn't get lost in your corridor by adding the dowsing abilities (which they always forced you to use at least once each search session, at the penalty of being annoyed to hell), and giving you the worst sidekick for stating the obvious. The game was so paranoid that you'd get lost in its corridors, that it gave you FMVs of parts of the game being completed for you, so that you could see what you needed to do if you were lost.
After that, the DS Zeldas were lackluster, but I still enjoyed Phantom Hourglass a bit. Too simple in many cases, but I liked the experimentation with the new controls. Even the Hourglass dungeon was cool with me, because every time you went back, you earned yourself a new shortcut to get to the bottom faster. It made speedrunning interesting.