I haven't played too many Zelda games, sadly, but here goes:
1. Wind Waker. The art style in the original Gamecube version was absolutely captivating, and the combat mechanics were so very fluid and wonderful. I just wish they'd kept the art style for the HD release...
2. Majora's Mask. Really dark, but the NPCs have so much development and depth to them. It really feels like a coherent world in which people live, much more than most other games.
3. Twilight Princess. I really liked the expansive world and variety of environments in this one. The world itself isn't as great as in Wind Waker and Majora's Mask, but it's so... expansive. There are so many places to go and things to do.
4. Phantom Hourglass. Apart from the Temple of the Ocean King, I really liked how everything worked in this game. The touch controls were surprisingly tight and responsive, and while the graphics weren't great, I thought it was really good.
5. Spirit Tracks. Not as good as Phantom Hourglass, as a lot of the novelty had worn off by this point, and I didn't enjoy the train mechanics all that much.
6. A Link to the Past. To tell you the truth, I didn't grow up with ALttP. It was pretty damn good, don't get me wrong, but I never really got into it...
7. Ocarina of Time. This is probably a result of hype backlash, but I didn't think OoT aged very well. It wasn't as responsive control-wise as other games, and a lot of the innovations that made Zelda better, especially in combat, hadn't been introduced yet. That's not to say it's a bad game; I had fun with it. But I didn't have nearly as much fun with it as I did with, say, Twilight Princess.
8. Skyward Sword. "8" doesn't really do this justice. I really did not enjoy Skyward Sword. The motion controls, which might have been alright, gave many of what would otherwise be cool boss fights gimmicks, and it made flying enemies even more annoying, since I can't just target them and let loose an arrow. The upgrade mechanics were kind of unnecessary, and the shield meter was basically useless; I never had a shield broken, since doing a shield thrust completely nullified damage, and any move that you'd want to block can be dodged, as well. The sprint meter was kinda cool, but I also kinda missed rolling around in the dirt for speed, since it was so much more... visceral, I guess. I dunno. I just felt better.