Wind Waker and Minish Cap are my two favorites, though I don't know which one I like more. I liked Wind Waker because the art was wonderful, and the sailing made the world seem like a really free and vast place to explore. I liked Minish Cap mostly for its items (gotta love that Cane of Pacci) and interesting dungeons. The shrinking concept made for some really fun puzzles and sidequests.
Second would be LttP, and then Twilight Princess, which I like even though I didn't finish it. I think Skyward Sword may jump up in front of Twilight Princess once I'm done with that one, though.