what about Link's Awakening on the gameboy? I favor it over the other 2D zeldas because of the inspiration from Twin Peaks. A lot of odd shit going down in that game and it was cool. I really liked the original too, since it was so open ended. you could skip ahead to dungeons and beat them out of order. the secrets and hidden areas were better in the 2D games too. a lot of that didn't translate over into the 3D games.
for the 3D games, I like Majora's Mask over the others. the groundhog day scenario was dope and it had the best atmosphere in the series. the impending sense of doom, because the evil moon is about to crash down and kill everyone.