Ocarina of Time for the whole, foreshadowing going on. You knew this was coming from the first 30 seconds of the game, you had nightmares about this dude since the begining. You know from the very beginning who the bad guy was, why he had to be stoped. And when it came down to it, it was 2 men with the power of the gods behind them throwing down to decide the fate of everything.
Now my least favorite had to be TP, seriously there was no leading up to it, its like last hour of the game is like oh hey "Gannondorf is in the game, go beat em up ok."
Edit:
Actually least favorite would be tied with wind waker, now I was standing there thinking to myself, you know ganon makes some very good arguments here, but I guess i gota find him anyways what ever... oh look he's a puppet? Oh look he did like half a heart of damage to me, well I win. Then the king proceeds to make the stupidest wish ever, I would want to kill him myself if he didn't just kill himself with that wish. Sure drown the world where the largest populated island is like the size of of barely 2 sq miles, and food and fresh water are scarce, vs wishing to restore the land and banish ganon.
Saying its for the future of his descendants, ya great future you decide to leave them.