My least favorite by far is Zelda II, Adventure of Link. I'm gonna just link you to my magnus opus on this, since I don't feel like repeating myself.
http://zeldadungeon.net/forum/f9/what-zelda-game-you-played-do-you-hate-most-35625-2.html
Hate is indeed a strong word, and that's exactly why I'm using it here.
I HATE ZELDA 2: ADVENTURE OF LINK.
I tried to temper this opinion down by saying "It's a Zelda game, even the worst Zelda game's gotta be good in some respects, right?" And for every other game in the series that I...