Of the games I played, I find Twilight Princess and Ocarina of Time to be the best. I both like Midna and Navi. Both storylines are amazing, and the gameplay is great. :D Though Twilight Princess wins without a doubt the price for best graphic display now, Ocarina of Time's is, set in it's day and age, very pretty as well. I do hate the sound of grabbing a Rupee though. DX *pling*
And the Wind Waker is right behind them. :D Though endlessly sailing the Great Sea, could have been a little less... endless.
As for the handheld game, the minish cap ranks high, but maybe a bit biased since it's got such nice graphics.
I also loved the Oracle games, Ages maybe a little more than Seasons. Link's Awakening is being played, but so far, I get the same feeling of the Oracle Series, which isn't bad. |D And I might restart A Link to the Past some day. Never got past the 2nd Dungeon.
I'm still looking for a way to fully play and enjoy Majora's Mask and the later games for DS. I wish to play Four Swords, but I don't think that unless I get my hands on de GCN copy, that will be possible.
PS: Dara, I see where you're coming from. But I liked Midna's playful nature. XD