Ocarina of Time was my first Zelda game, one I'd hyped up so much for myself that it could have been a load of absolute tripe and I'd still have loved it. Being a kid with little financial ability, I never possessed enough money to purchase an N64 or Zelda when they first came out, so when I went to find it a couple years on, the Gamecube was on the Horizon, and you could find a copy of Ocarina of Time in my small town anymore. Until I happened by a Blockbuster clearance sale as they were preparing for the onset of Gamecube games. Ocarina of Time is a truly beautiful transfer to three dimensional gameplay. The game world felt big, like there was a lot going on, and I could be a part of any of it. Playing it with a friend turned our relationship into a best-friends one, and we've been so ever since, and I'm certainly grateful for that.
That all said, Majora's Mask is my favourite. This is the dark Zelda. Not Twilight Princess, this. Majora's Mask is the depressing mirror to Ocarina of Time, using the same character models, but in a way that creates a world that is familiar but feels slightly off, as if everyone moved the stuff in the house around when you went away, but you're the only one out of place. Virtually everyone has some small part to play, and no one's life is happy. The game design is great, and Inside the Moon is one of the most atmospheric moments I've ever experienced.
Spirit Tracks. Least favourite. I don't know why, but Nintendo seems to have this really fun time fucking over the handheld Zeldas (Only recently, Ages and Seasons are two of the best), and focusing all their time and hype on the console games. You can't do that and expect me to always trust you. Spirit Tracks is a disgrace, and I hope Nintendo realizes what they're doing very soon.