I've only played 6 of the titles so I love all but the one I didn't bother to complete (LA), they definitely have a place in my favourite games list.
Link to the Past: First ever LoZ game I played, I cannot remember a time in my life before this game (around 3 I believe). Pure classic charm, for its time it definitely stood out. The challenges in the game are addicting.
Ocarina of Time (epic shock): Like LttP, it was above the standards of others. The storyline, general feel and features will rest OoT forever in top gaming lists.
Majora's Mask: The timeline feature and the endless feeling of impending doom, time limits and infinite replay value is what I adored about it.
Wind Waker and Twilight Princess were also good games and I love them almost as much as the above, but they just fall under the legendary classics. :S
Any more Ocarina of Time and it should be "Excluding Ocarina of Time, what is your favourite LoZ game". XD