Gotta finish them all~
As for my top 5 list... this is hard but...
1: Majora's Mask
To some this might feel like an overrated first choice but this game has something very special to me, the world. Never had i experienced a game where side quests and self exploration could lead to a deeper understanding of the world you're set to save. Help various people, restore their faith, unveil the world as you help yourself to find your way back to your friend.... it was all tied together so well. It was a very engaging experience. It took me several runs through the game to get a grasp of the bigger picture. (Even then i had many plot holes yet to discover) Masks were also an interesting way to shake up progression and it did make up for the lack of items normally obtained in the Zelda series.
2: Skyward Sword
Say whatever you want... but i love this game. <3
Contrary to popular belief, i had no issue with the sword combat, in fact that was one of its strongest points and it worked flawlessly for me. The story is interesting and once again in a LoZ game, Zelda is actually present in a greater extent throughout the game. Playing a more interesting role (First in Spirit Tracks) and the relation between Zelda and Link is just too cute. <3 Let's not forget its beautiful graphical style.
Despite all problems the game had (Linearity, emptiness, holding hands, etc), everything else make up for a 2nd place.
3: Link's Awakening
A more refined classic title hence above the original. Similar mysterious theme as in MM, charming and memorable world along with a compilation of the better dungeon designs in the series in my opinion. It's hard to beat this game in its territory, the oracle games are good competitors but not enough to make me place them above this title.
4: Twilight Princess
Midna enough said... :3
The graphics in this game were not all that impressive since it was lacking in terms of color range. What carries the game up here is the compelling story and theme. Despite having repetitive elements in the progression (Like Skyward Sword), it had a good amount improvements over its top competitor OoT. To put it simple, TP felt like a refined OoT with a more distinct story.
5: Wind Waker
In terms of 3D world exploration, this game wins by far. Every square of the map has something interesting to discover and is fully explorable not too far into the game. Charming and pleasing world to explore with the cel-shaded graphics and cartoony look. Something that worked very well with the hardware and standard back then. I can't deny that i feel one dungeon is missing from the first sequence of the game, it was a weird transition. :V