I haven't played all of them, but I'm going to go with the predictable Ocarina of Time. It just struck the right balance of scope, mood and gameplay for me.
Twilight Princess was also good, but I couldn't help be a little dissapointed with it. In my opinion, the narrative of Twilight Princess puts the bar higher than OoT, but jumps the same height or slightly lower in the end. They build up the world and history more thoroughly and grander than OoT and then forget the payoff. So while it might at points be better than OoT, I can't help be a bit dissapointed because TP hints at being better and isn't.
Wind waker was... not what I was expecting, but good enough in it's own right. It's not what I think of when I think 'Zelda', but it was otherwise a fun experience. The sailing didn't bother me, though the hunting for tri-force parts did.
And finally Skyward Sword was... no, I do not see where the reviewers praising it as better than OoT where comming from. I can understand not finding OoT the greatest ever, but if you did thinks so before Skyward Sword came out, I don't understand liking that one better. The gameplay was still good enough, but narratively and mood-wise it fell flat. Nothing of interest was done with the whole Skyloft setting and exploring it is pointless. Two of the three areas were uninspired, tiny and linear, the desert area was the only one that I actually liked. And while the actual things I had to do to complete the game were still fun to do, I agree with Yathzee that it was very poorly explained why I had to do this narrative wise. The motion control combat was okay (though it was annoying to take on bosses with directional blocking. I could see from which angle I had to attack, but if I moved my controler to that angle slowly the boss could just follow, and if I did it fast the game assumed I was trying to swing from my current angle and I got blocked.) And the upgrade system was aweful. In a Zelda game I expect to get my optional equipment improvements from a fun little minigame or quest, NOT by grinding in the desert for endlessly respawning tumbleweed. It isn't a bad game in the end, thanks to the solid gameplay basis of the dungeons, but it's certainly my least favourite Zelda game (not I didn't play any besides those mentioned here).