EDIT: the post above this wasn't there when I wrote this. : P
My first thought was Link's Awakening, as that was my first Zelda game, but reading through I'm saddened by the fact that nobody seems to even acknowledge TriForce Heroes, so I think I'll give it a shout out just because I think it deserves one. This game took the system from LBW and really did something unique with it. The suits were fun to collect and use, and gave you abilities you've never seen before in any other Zelda game. I'll never get tired of swimming in lava. Plus, the multiplayer puzzle design was my favorite in the Zelda series (even if that's only two other games.)
In spite of the lackluster single player experience, which I'm certain somebody is going to decry in reply, this game stands out as possibly there must unique game in the series. Just as long as you don't get into a group with a couple trolls. XD