Twilight Princess, Ocarina of Time, Majora's Mask, Skyward Sword, Wind Waker in the descending order.
I was first introduced to the series by Twilit Princess, and got somewhat familiar to the characters that were conventional to the game.
Ocarina of Time's art was amazing after watching the original NES games, and it really showed me how far Nintendo got with this series. The Water Temple was a pain though, so it really didn't get me as much a Twilight Princess did.
Majora's Mask was my favorite of scariest games I've played. The moon in the sky, the walking dead, and the sociopath with a disguise; these gave me nightmares but I was addicted to the game.
Loved the art in Skyward Sword and the story. Fi's farewell and Zelda's blessing scenes made me tear up, even after those annoying jingles signaling Fi requesting discussion with me. The bosses were a bit shallow, I have to say (that is excluding Ghirahim and his wonderful themes). Scaldera was classic, but I would've liked a second phase. Moldarach was a tad bit too easy. Koloktos was great but I was hoping we would have to mash the A button to push against Koloktos's swords. Tentalus was the same in both phases.
The gameplay was alright with the boat in the Wind Waker. I would just pop some popcorn while trying ro travel from Windfall to Outset to get Nayru's pearl and I was still sailing by the time I got back. The sidequest to get the Mask for seeing enemies' health was strenuous. Most of the bosses had no changing phase or redundant second phases. Ganon's final battle was my favorite because it was amazingly challenging to stand across from Zelda as she tried to deflect the Light arrow.