Personally, I started with Link's Awakening way back in the day, and was very very happy with how that experience worked out. I was completely ensnared, with the item trading sidequest, relatively complex dungeons for a kid, and plentiful secrets. Even as I got older I went back and played it, using the map screen glitch to "speedrun" the game and find even more hidden secrets and areas.
After that, I would probably go to A Link to the Past. It's the most complete 2d experience in my opinion, featuring the overworld/dark world flip, excellent dungeon design, plentiful items and powerups, and gives a true "Zelda" experience. Following that I would do Twilight Princess, for classic meat-and-potatoes 3D Zelda game, then finish up with Ocarina of Time which is probably the perfect example of the "Zelda" formula and will likely remain a pinnacle of gaming achievement for all time. After that, if they aren't a true Zelda fan, it wasn't meant to be.