I like the realism and darkness of Twilight princess (Not to mention the epic fight with the dragon), but I much more enjoyed the plot and storyline of OoT.
Not to mention the creepiness of the Shadow Temple (which should in itself make the game rated T in reality).
My list would have to go:
1: Skyward Sword
2: Ocarina of Time
3: Twilight Princess
4: Majora's mask
5: Wind Waker
I put skyward sword as 1 because I loved how almost perfectly it tied in the games in the future timeline, you actually get to use the Triforce (although the wish could have been used better, seriously, the whole conflict could have been ended with a "I wish Demise never existed" wish), and the story line was very well made. The biggest thing I disliked it though is that I wish it could have had more exploration room like OoT and Twilight had. The fact that you have more of a relationship with Zelda is also nice, and she actually does something in that game (like in OoT) rather than wait to be rescued.