From My personal opinion, I wouldn't want to jump into the Phantom Hour Glass or Spirit Tracks (the DS games), right away. There is some serious mixed reception of these games, and personally I can say, I hope its a style of game play that Zelda doesn't revisit.
Now I suppose the order, depends on what consoles you own, or willingness to emulate, or if you prefer 3d to 2d.
2D games, First and Foremost the new one, A link between worlds is absolutely wonderful
A link to the past on SNES or GBA , is still a great title and perhaps worth a revisit i'm assuming you've already played it though.
Link's Awakening/ Oracle of Seasons/ Oracle of Ages in that order as far as the gameboy color games go, all of which are also on the 3ds Virtual console for like 4 bucks each. Links Awakening to get you into that style of zelda, Seasons before ages because the puzzles are much easier, and Ages last, because It might frustrate you if you jump right to it.
Minish Cap After all that to slow things down a bit, and it had some cool concepts in it, though I'm not a huge fan of this title myself.
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3D, Ocarina of Time first and foremost.
Majora's Mask directly after it. Its built on the same engine, and so much of the game looks/ feels the same, its a natural transition.
Actually I"m just recommending playing the 3d games mostly in order of their release, except I wouldn't want to put Twilight Princes right next to Skyward Sword, their very linear design, (unless you like that) feels very taxing to play close together.
So Twilight Princess
Then Wind Waker, gives you that freedom to break up after playing TP
Then Skyward Sword. After Wind Waker you can really admire and compare the art styles.
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The NES games, you might have already played, but if you want to include them, you can do them when ever you want, maybe just don't want to start with them.
Me neither =) MM or ALttP is definitely my favourite. Hard to pick between the two, though they're good in very different ways =)
I just want more Zelda, and hardware isn't an issue (aside from the wii motion plus, but I think there's copies of SS that come bundled with that regardless?). I grew up with the NES and love LoZ, graphics ain't a priority for me =)
There were copies of Skyward that came with the motion plus, but finding those might be difficult, but its easy enough to pick up a wii motion plus controller, as they still work the wii u, you'll find them at most stores.