I agree on Twilight Princess. I absolutely adored that game, and still do. Have to suffer for the crappy Wii version, though, considering the gamecube one is worth roughly fifty bones, now. Glad at least my friend has it, I can play it over there or borrow it. I love so much about that game, from the atmosphere to the bosses and then some.
Ocarina is a pretty close second, and I really say that Skyward Sword takes a solid third. I enjoyed SS for its battles, especially on Hero Mode. It was fun to finally have free reign over where Link swings his sword, sprinting and kick climbing were absolutely awesome additions, the silent realm challenges are fun and the last couple bosses are pretty neat, Demise especially. Yes, I like Majora's Mask, but it's stuck at 4. It's good, but having to reset everything every "three days," and being so constrained by that time was a pain in the ass; even with the slow time. It was gratifyingly dark, however.