I'd have to say Link's Awakening. While A Link to the Past was a great game with a great story and unique characters, Link's Awakening took the series in a new direction, adding alot more references to Mario, breaking the fourth wall countless times, while still keeping the vibe you get when playing a Zelda game. I like how in depth the side-quests were too, with the trading sequence and then, on the remake, the photo side-quest. All in all, Link's Awakening was just a great game that I really enjoyed.