For me, it's MM. (although Alttp was my first Zelda game)
At first glance, it's pretty short with only 4 temples and had no twist in the story. But, when I got into the side quests, I think it's the most in-deep game in the series. It told me so much about friendship, love, and belief. Believe in yourself, and believe in your friends. Because Anju and Kafei believed in each other, they could hold a happy reunion even in the last seconds before the moon fell down. Because the workers and the soldiers didn't believe in what the others said, it led to a big argument. And, if the Skull Kid didn't doubt his friend, the 4 giants, everything wouldn't happen, the moon wouldn't fall, everyone could live their normal lives and enjoy the carnival together.
Another thing that made MM memorable to me is its dark theme. The moon was falling down, the people was scared, depressed, taking refuge,... But, they couldn't do anything to stop the moon. And the three-day circle kept repeating, it's like telling you that you can't go against your fate, no matter what you do.
Until now, I still can't understand many things about the game, like the mysterious Happy Masks Sales Man, and the whole Termina itself. And I just love mysterious things.
( Sorry for bad English )