1. A Link Between Worlds - What can I say? That game was just so perfect and had everything an official Nintendo Zelda should have. Great story, very fun smooth gameplay mechanics, and fast smooth kinda realistic frame rate.
2. Spirit Tracks - Similar reasons as ALBW. Great epic story, fun to play, and I love trains.
3. Phantom Hourglass - Similar reason as the above. Epic as heck, fun to play, and I love boats. What? So I happen love multiple ways of transportation. Besides, isn't that part of what makes adventure so epic, exciting, and fun?
4. Oracle of Seasons/Ages - It's a multi-part game with an awesome epic story with such elements that should definitely make a return in future Zelda games.
5. Link's Awakening - Link was trapped in a dreamworld and had fight evil nightmare monsters created by the evil malevolent nightmare master, Dethl. The game had dark feel to it, epic adventure sense, and fun gameplay.
6. Minish Cap - Similar as LA. The game had an epic dark feel as Link had to be face the evil sadistic dark mage Vaati.
7. Four Swords - The game was epic and fun.
I listed all handheld games, it's that simple, I love Zelda.
Edit:
Note: I didn't include the remakes/remasters, ports, and Tingle games cause:
a) All remakes/remasters (accept FS AE) and ports were originally console games, therefore, don't count in this case.
b) The Tingle games are spinoff's, therefore don't count.