None of them. All of them have been some of the greatest games of all time. About half of all Zelda games were included in Game Informer's Top 200 Games of All Time (they were all in the top 100).
To most peoples' surprise, no. Majora's Mask is definitely the coolest Zelda, though (as stated in my thread "Legendary, Unique, The Best And The Coolest Zelda Games"). My favorite Zelda is Twilight Princess.