Wow... only 1 person so far has said Legend of Zelda: Ocarina of Time...
I really couldn't decide between that LoZ: A Link to the Past and LoZ: Majora's Mask,
It should also be noted that I haven't played Twilight Princess through lack of owning a Wii...
Anyway Reasons.
Ledged of Zelda games... just the usual, awesome adventures, great stories, item collection, puzzle solving and bosses that feel like... you feel like it's an achievement to beat them.
Variations between the three: Lttp actually felt bigger in terms of the world you were in. Oot had a slightly better and longer story, and being the first one into 3d was just so mind blowing to see what they could do. MM following OoT was always going to be difficult, but MM is just as good as OoT, the urgency of having a timer to complete events also doubled as punishment for not completing things in time and having to redo them again, it actually felt like you had failed, but the game world and the puzzles were just awesome.
I'll actually admit to something... the boss in MM Great Bay Temple gave me motion sickness and I threw up the first time I fought it.