1: Links Awakening - Found it in a parking lot when i was 4, It was my first encounter with a Zelda game. Still Haven't beat it to this day ^_~
2. Oracle of Ages & Seasons - I bought both of them, and did the link/password for a Cross over New-game+, then promptly got stuck when trying to rescue Zelda in a Cross-over game.
3. Twilight princess - Honestly, I like this direction and style of Zelda, but the weapons need to be more usable outside of dungeons. (Spoiler: The gear top was almost useless in my opinion)
4. Wind Waker - The combat in this was fine and on the same level as twilight princess, but sailing took forever and the squeal sucked.
5. Minish Cap - One of the better Gameboy Zeldas, but the story needed major tweaking.
(Edit: Whoops, fixed a typo)