Best Zelda game is without a doubt Occarina of Time. Sadly I never managed to get into Final Fantasy. I tried to play VII, but I got so annoyed that I had to wait my turn during combat and choose my move from a list - felt unnatural and way less fun.
The best Zelda games, in my opinion, are Skyward Sword and Majora's Mask. Followed by Ocarina of Time, Twilight Princess, and Link's Awakening. In that order...