1) Ocarina of time - My first Zelda, and one of the most breathtaking experiences in gaming i have ever experienced. Most people call it the best game ever made, and their's a good reason behind that.
2) Twilight Princess - The mature Zelda everyone was hoping for so many years, and guess what... it delivered with its brilliant visuals, clever ideas, and unforgettable characters. Even though that this is really the only game in the series that has really match up to ocarina's greatness, some minor annoyances such as it being too easy stop it from beating it.
3) Link to the Past - The classic snes adventure that managed to shock and amaze me in more ways than one. Flawless presentation, and some of the best music in the series makes it my third choice.
4) Wind Waker - A epic cartoon adventure on the high seas that was incredibly imaginative, and very thought provoking. This game was very good though their were a few problems with it such as the long tedious sailing, and that the game started to wear thin towards the end of it.
5) Legend of zelda - The original game which feels a bit dated, and a bit too simplistic now, but it is worth playing even just to see how far the series has come in its twenty five years.
6) Manjora's mask - The sequel to Ocarina of time that while had to good premise and storyline, it lacked in a lot of areas especially the dungeons. All in all it's a playable zelda that can be rather fun, but compared to the rest of the games in the series, it was disappointing.
7) Links awakening - A very ambitious, but very flawed handheld entry in the series. This game left me on countless of occasions the feeling of "where the hell do i go next".
8) Adventure of link - The black sheep of the Zelda franchise, or should that be the piss stain of the zelda franchise. A absolutely awful game that should be avoided.
I haven't play oracle of ages, spirit tracks, or phantom hourglass (and im glad i haven't because i hear its terrible).