That's a little silly, putting Majora's Mask and Ocarina of Time together >_>
My favorite is Majora's Mask; what's so special about Ocarina of Time? OoT follows the formula of Zelda games pretty well.
But MM...mmm. I think it's the only game in the bloody series where you're not fighting Ganon and/or freeing Zelda. You fight Majora, there's a distinct three day time limit, and overall it just felt darker.
The temples had some excellent creativity to them, too. Even the water temple was pretty intuitive, even if it was the most loathed. Every temple required a certain amount of finesse to get done. And the side quests. MM was chock full of them, some fairly indepth. I can't think of a better side quest than the Anju/Kafei story arc, which was pretty much the darkest story I've encountered in a Zelda game xD
It just felt a bit more mature, and the problems people were facing didn't seem so indirect.
That being said, Wind Waker is a close second. If Nintendo fused a Wind Waker style world with the darker story of Majora's Mask, I think it'd be the best damn game ever. Ever.