When it comes to gameplay and dungeon exploration, A Link to the Past for SNES (later remade for GBA) stands out. The two Zelda games preceding it (the first game and Adventure of Link) were noted for being very difficult. Granted, this was the standard at the time, but many current age gamers find them too hard to play. LttP balanced things out more, making fighting enemies a little more fluid, and began to introduce more puzzle-based elements. Its 2D graphics, and simple plot may not compare to recent titles, but the game did provide a strong foundation which future games would expand upon. Staple elements such as the Master Sword, the spin attack, cuccos, and the mention of the Hylians and some other races first appeared in LttP. While it's not the most advanced game (even if it is getting a sequel for the 3DS), it's a pretty fundamental one.
Ocarina of Time was influential to me as well. This was the first game where character interaction became really heavy, as well as fleshing out the Seven Sages and the various races mentioned in LttP. This was also the first time we saw Link as an adult, and when the game first came out I thought he was the sexiest man on Earth. Not even kidding.

This was also the first game to 3D, and while it doesn't compare to anything that came after it, the graphics were state of the art for the time.
Lastly I'll mention Twilight Princess, again with that sexy older Link.

That aside, this was the first game where I felt truly immersed in the land of Hyrule. I'm not sure what made me feel so differently about this (a feeling I would see again in Skyward Sword), but the game did a great job. The story was extremely moving, the graphics great, and the Wii controls, while tedious helped to put you in Link's shoes.