Ocarina of Time is definitely my favorite.....

I haven't played Windwaker yet but I know that they made Link too goofy looking.

Majora's Mask was too easy to beat and was pretty much a let down as far as Zelda games go. You didn't seem to get too involved with the story as you did with Ocarina of Time and the end boss was easy as all Hell.
Plus getting that mask that made you adult Link was nothing special since you could only use it in the boss rooms.