Majora's Mask a million times.
The high-minded heroism of "One man rising up against evil" established in Ocarina of Time gives way to the idea that a despot isn't the only grievance the people of the world have. The world is coming down around the people of Termina, but what if it doesn't? Their lives are still falling to pieces in goofy (Shiro the invisible guard) and downright heartbreaking ways (Anju and Kafei's relationship). It's cartoony, sure, but Majora's Mask's world, more than OoT's, is one where heroes can and do fail.
Helping who you can and realizing you can't be there for everyone is a very adult idea, which naturally serves to make some seriously dark moments. That cognitive dissonance of a child in a cartoony world facing an enemy with a dangerously single-minded motivation really adds to that. The many unspoken little tragedies you find as you pick and choose who to help (and if you fail to help those you choose to help) hammer the point home that you fucked up. No deus ex machina, no magic way out, not even a dramatic cutscene. You fail, and the moon keeps falling. Time to restart.
I wonder how many people think that Link returned to Zelda instead of continuing to pursue Navi...I feel like it's a poignant conclusion to the idea that the hero may not be able to save everyone or even make them happy, but there are always those waiting at home who he can be there for. I like to think he remembered what he had and choose to cherish it. That game was, however intentionally by Nintendo, all about learning one's limits as a hero.
I sincerely cannot wait for a 3DS remake. Unlike OoT3D which stuck so fast to the original in a bid to not offend anyone, I want them to embrace the legacy it attained over the years as the bleakest game in the series. I would love to see new dramatic art, better cutscene cinematography, stark shadows like in the original concept art, poignant "slow music" commercials, the whole nine yards. Of all the older entries in the series, Majora's Mask is probably still the freshest in terms of gameplay and story.