Just the thrill of (usually) returning to Hyrule and setting out on a new adventure. I haven't experienced a bad Zelda game yet, and I probably never will (although it's possible). Some aren't as good as others, of course -- The Wind Waker, Twilight Princess, Phantom Hourglass -- but it's ultimately games like Ocarina of Time, Majora's Mask, The Minish Cap, and Skyward Sword that keep me craving more Zelda games in the future. The games are just a blast to play for better or for worse. (For the most part.) It's pretty much as simple as that.