Well there are so many components that make up a Zelda game, not just for the game but for me. They combine to make that experience, some better than others, but overall I really enjoy them so this is hard for me.
I'm not going to pick a large aspect; such as gameplay, music, story, adventure etc. but more so go for a more specific aspect. For me, i love dungeons, of course there are good and bad ones but overall, I enjoy them. In fact, I base my overall opinion on a Zelda game largely on the dungeon's featured. This is because each dungeon compresses multiple elements of the game into an intense piece of gameplay.
When I think about it, it is definitely dungeons, I always want to get to the next dungeon just so I can experience it and come up with an opinion on it etcetera. I also like the challenge, you know challenge can be hard to come by in the latter installments, so a lot of the time, you will get the best experiences within said dungeon.