Zelda II was my favorite! It is really different from all the others, and the side-scrolling took some getting used to, but I liked the RPG elements (that you got to choose which stat you leveled up, instead of just getting heart containers, and you had to plan ahead and prepare for boss fights.)
But it looks like there wasn't room for it in the poll, so I picked OoT. heart
Twilight Princess was superior to OoT in graphics and gameplay, but somehow it lacked the same charm. I don't know what it was... took itself too seriously, maybe. The world and the storyline of Ocarina felt complete and coherent. It flowed nicely. The side-quests were interesting diversions that tied into the main quest without distracting from it too much. But in Twilight Princess, half the story seemed to be made up of random subplots--and you don't have any choice about when or if you get into them. I was disappointed that they spent so much time on Ilia, who ends up being completely irrelevant to the larger plot, and didn't develop the Midna/Zelda interaction to its full potential. Or Zelda in general, for that matter.
That boss battle was pretty cool, though biggrin