I do believe Majora's Mask had the best sidequests. Ignoring the fact that the game IS a sidequest (personal story of the Hero of Time which has no significance on the timeline), it's safe to say that MM's sidequests have the most depth and the most emotion seething through. I mean, one wouldn't think that helping a farm girl would give much emotion, but in that one sidequest the player receives so much backstory, much story enrichment, much...everything that allows the player to deepen their appreciation for the quests. I mean, just stare at this video:
[video=youtube;cGyHJqrXcSo]http://www.youtube.com/watch?v=cGyHJqrXcSo[/video]
Oh, oh! Besides the story enrichment, the actual rewards for doing these sidequests (the tons of masks whose abilities vary greatly) are exponentially better than any other Zelda game...like ever.