Well, I'm not going to put my vote in the poll yet seeing as I probably shouldn't do that until I've played at least a majority of the games. But right now, I'd say it's Ocarina of Time. Most of the dungeons kept me puzzled for weeks(although, I'm not a very good gamer), and I loved all the boss battles. The monsters weren't too easy either(for me anyway). So yea, right now I'll go with Ocarina of Time. But that might change when I play Skyward Sword.
My favorite has always been the Wind Waker. The story is intricate and clever, the characters are superb, I personally love the timeless feel of the graphics, It was actually very emotional, it had one of the MOST EPIC final kills ever, and i think it had the best soundtrack in a Zelda game by a longshot. Whenever I think of the Wind Waker i just fill up to the brim with nostalgia. Wind Waker, in my opinion, had almost no flaws. Plus If you don't want to get serious and go HAM on the storyline, you can just set sail and explore wherever your heart desires. The Wind Waker will always provide a massive sense of adventure.
My favorate zelda game is Skyward Sword because the graphics are beautiful, the gameplay amazing and the boss fights were intense! I mean thats the same for all zelda games but they worked the best with everything
its a very hard decision because alot of the are good even spirit tracks (i dont understand why people dont like it, its better than phantom hourglass) but my favorites for each system are: NES(the original LoZ), gameboy's( Links Awakening), DS(spirit tracks(ocarina of time would be it but its a remake so...)), N64(Ocarina of Time), wii( Twilight princess(i enjoyed the story more than Skyward Swords))