I liked Zelda 'cause she was definitely the most helpful sage, but my favorites are Nabooru and Impa, I just think they're so cool and they were born into butt kicking!
I couldn't say it any better. All of Sheik's little warp-song speeches really show her (for lack of a better word) right to the Triforce of Wisdom, though you can't say she isn't courageous either. <3Zelda, for surprising me with her Sheik disguise and her amazing, peaceful lullaby that warms my heart even to this day. <3
Well, I'm a huge fan of Princess Zelda, so I would have to say Zelda. I liked the fact that she is the leader of the sages, but doesn't necessarily have a 'Sage of ___' attached (at least none confirmed). Plus she had the closest relationship to Link of anyone in the game. Although Darunia was pretty cool, too.
EDIT: Actually, Zelda was never confirmed to be the Sage of Time, although this is actually what most people believe. http://www.zeldawiki.org/Sage#Zelda.