I really enjoy the Zelda series. The first game I played was Majora's Mask. Then I played Ocarina of Time, The Wind Waker, Link to the Past, and Twilight Princess, The Minish Cap, The Legend of Zelda, and Zelda II.
Majora's Mask I loved as a kid. It's the Zelda game that really stands out in my mind. Ocarina of Time was just as good. I enjoyed the sailing in Wind Waker and the overall theme was pretty fun. Twilight Princess was one of the greatest games I've ever played.
Tough to say which is best in the series.