They got easier for quite some time. Ocarina of Time was a slight downgrade in difficulty, but it was unoffensive. The Wind Waker is where it really became too easy. That was without a doubt the easiest Zelda game to date. Twilight Princess and Phantom Hourglass were slightly more difficult, but not very much.
However, with the release of Spirit Tracks and Skyward Sword, Zelda's difficulty has been brought back to its rightful place. The difficulty in these games was absolutely ideal for Zelda. If you pay attention and remain focused, you'll get through pretty smoothly, but if you loaf around and treat things like a joke, you're going to get punished, no questions asked. I'm not exaggerating when I say that minimalist running Hero Mode in Skyward Sword is one of the toughest things I've done in any Zelda game because of this. I really like seeing video games have difficulty levels like this. It makes things to where if you get hit, it's your fault, not the game design's. There's no cheapness in either of these two games, but they still require intense levels of concentration to get by unscathed. Let's hope this kind of difficulty persists in the future. (As well as difficulty levels for the difficulty *****s.)