I can't really choose my top favourite, but my favourite 3 consist of Majora's Mask, Link's Awakening, and the Oracle games. I'll start with Majora's Mask.
Majora's Mask actually has a rather dark storyline without looking like there's a cloud covering the sun during the day, which is a plus for me. But that's not really it, I love this game because I love the side quests, and how the characters actually react to the immediate threat(The moon) in some way, especially during the final hours. Also the fact that most of the characters seem to have a little bit of personality in them. The dungeons, however, are actually a challenge without seeming like a chore to complete, which I miss in most games now. Plus, I actually loved the masks, it was a rather unique twist on things and they actually were useful at times, especially the Bunny Hood. Of course, there's also a little nostalgia locked in there, too, I won't deny that.
Link's Awakening and ALTTP were the first Zelda games I ever played. However, I played Link's Awakening a lot more. I rarely got anywhere as a kid and eventually I lost the game. I later bought the DX version and played it again and was so surprised at how good it was. It was fun, the dungeons were great, and the story actually made me rather sad. But there was also this odd attraction to it I had, where even after I beat it, I still wanted to play it more. It could have been nostalgia, or maybe I just really love exploring Koholint. Of course, Marin and Tarin also help, since Marin is one of my favourite characters and Tarin brings comic relief and weirdness to any scene he's in.
I never played either Oracle games until a year ago and, upon playing them, I wondered why in the world I never bought them when they came out. I started with Ages and absolutely loved all the puzzles. Sure, it took me a long time to beat some dungeons, but the hours were full of brain teasing puzzles and satisfaction. I even love how the bosses themselves were practically a puzzle just to beat. Along with all that, though, I seem to have this thing for time travel, I'm not entirely sure why. The characters, however, mainly consisted of random NPCs, with the good ones rarely showing up, and I never cared much for Ralph so I guess both games are a bit shallow in that area. Seasons, however, I have to admit, I didn't like as much as Ages, mainly because I'm rather bad at the combat part of the game. However, it did satisfy me by giving me something a bit more fresh to play after I beat Ages, which was great. Then, when I finally beat them both, I went for the combined ending and I actually loved how the fight went, I'm not entirely sure why, so I guess mentioning it doesn't help much.
That pretty much sums it up.