My first choice would absolutely have to be ST Zelda. I think she makes for an awesome companion character, and has some actual character growth. I also enjoy the gimmick of switching between her and Link in the Tower of Spirits. It's really clever.
Second is a Zelda that has no representation here
, Zelda from MC. No, I haven't started the game yet, but my dad started it and I've seen the beginning. Her sprite is really, really adorable. I love her bubbly personality you see at the start of the game, and I kept laughing when she got distracted by stuff and kept running off. She doesn't do much after that because of the whole turning-to-stone thing, but she makes a good impression that actually makes you want to rescue her.