Wind Waker
Twilight Princess (TP and WW could be interchanged for 1st and 2nd place, I can never decide which one is truly my favorite.)
Ocarina of Time/Majora's Mask (I know they're completely separate games, but oh well)
A Link to the Past
The Legend of Zelda
I guess a few of those could be interchanged. They're just my favorite 5. I've played the other Zelda games too and I like those as well.