My gamecube's not hooked up at the moment so I play it on the Wii, same with Ocarina of Time and Majora's Mask. It's just more convenient. I'd have no problem hooking up the appropriate console if I needed to or could be bothered to though hehe.
The first time I played TWW, the Wii didn't exist yet. Nowadays, when I play The Wind Waker I usually play it on my Wii. The reason being that my Wii is much more convenient for use than my Gamecube. Most of the time my Gamecube is in its box/case.
Ever since my GameCube burned out, I have been playing Wind Waked on my Wii. I don't mind which console I play a game, what matters is that I could still be able to re-live my childhood again, then I'm fine with it.