Wind Waker actually got extremely boring to me. I like how huge the map is, but you go so terribly slow in your boat it's almost torture. I loved the gameplay and animation style and storyline, but the sailing really turned me off to the game.
I would personally recommend getting A Link to the Past next. Aside from OOT it seems to be the most loved Zelda game. If you don't have an SNES you can pick it up for GBA and I think you can also download it for Wii Virtual Console from the Wii Shop Channel.
Also, I have NEVER had a problem with the batteries going out on GB/GBC/GBA games before. I still have my Link's Awakening I got at launch and the battery is still fine in it.
Link's Awakening is an amazing game, and I would highly recommend it. You can pick it up for $10-15 from anywhere that sells older video games. I would definitely recommend getting the DX version though. The black and white graphics are great nostalgia for those who played it when it came out, but newcomers to the game will find it much more appealing with color. Plus there's no price difference between the two anyways.
If you have a DS then definitely pick up Phantom Hourglass. It is an amazing game and the best DS game I have ever played.
The Minish Cap is a great handheld game and is worth a try when you get done playing some of the others.
Four Swords Adventures for Gamecube is super fun, especially if you have 3 friends who have GBAs and link cables. (You can buy the cables at used game stores super cheap)
Since you already have LoZ, AoL, OOT, MM, WW, and TP I would recommend this order for picking up your next games: LTTP, LA DX, PH, 4SA, TMC, ST, OOS/OOA. Best part is these are all under $20 except for the DS ones.
. Well, it seems longest because one HUGE chunk of the game is very tedious. (oops, didnt mean to spoil, ya 
