It's hard to choose after playing nearly all of the Zelda games (excluding CDI ones), so I'll list some of them here.
Link's Awakening
I just really liked its dungeons, overworld and it's music. What did blow me away though surprisingly, is its story. I find it mindblowing that it had a really good storyline on a HANDHELD, which is the game boy. Not gonna spoil it if you have plans on playing it anytime soon.
Fun fact: Kazumi Totaka, who composes some music for Animal Crossing, also composed music for this game! In fact, you can hear totaka's song if you go to a certain area and wait for a few minutes.
Breath of the Wild
Apparently, people said that this game's overworld is 12 times the size of Twilight Princess' overworld. Speaking of the overworld, I loved how it always set a different atmosphere wherever you are in Hyrule. You could be travelling through a jungle, a beach, snowy mountains, a desert, etc. With having the freedom to go wherever you are however you want, adventuring was so fun, at least for me. I'll admit the story isn't that great but I didn't really focus on it and that Nintendo was trying to head back to the roots of the franchise.
Wind Waker
The art style of this game is what stood out from the rest of the others. Sure, Phantom Hourglass and Spirit Tracks had this style as well but Wind Waker started it. It's funny to think that people initially hated this style for being to kiddish. Now, just look up wind waker style and you would see many people's drawings with that style. Boy, how times have changed. The game still looks good today and it's not an eyesore. Good thing they addressed the sailing issue in the Wii U version....
Twilight Princess
I still remember my first reaction when I booted up the game for the first time.... Anyways, I played this game as a child so some nostalgia is gonna play a factor here. I really liked the beginning of the game because things were happening normally as if you were living Link's life. Later on though, trouble strikes and things go wrong. Then hyrule is cloaked in twilight which really scared me as a kid (the soundtrack didn't make it any better). I wasn't able to progress further until a few years later but when I did, it felt like a breath of fresh air! I was so excited to get all the quests done and 100% the game. Long story short, this became my favourite zelda game of all time!
And no, I am not those people who demanded better graphics to be more edgy. If you look at it today, it didn't really age quite well compared to Wind Waker. Don't worry, I still love both of those games.