Well, I myself am a huge zelda fan to say the least. Not sure which would be my favorite though. I lived majora's mask, it had an awesome story and using several races was incredible however I felt the game was too short. I loved the dark stories though. Perhaps ocarina of time was the best. It was the first so it will always have the benefit of being just and and thus more unique.
As far as twilight princess the only thing I didn't like was collecting the tears. I found that to be incredibly tedious in particular. I kinda have a problem with the title too. How does "The legend of Zelda: Twilight princess" makes sense? They could have easily called it as well "The legend of zelda: But no, the story is about an entirely different princess". I guess we can think of the title as being merely a chapter of what a greater whole for the series would be but still.... And I know the game makers intended to be misleading here but there is a difference between being misleading and saying outright nonsense. Being actually misleading would imply some level of wit, nonsense is just nonsense. The one thing I did believe this game to lack was better poes. With how large and awesome the world as a whole was I believe a specific poe side quest, similar to the ocarina of time one, would have been a lot of fun. Just hunting the imp poes like that for relatively small rewards was not all that much fun to say the least. We could at least have gotten a sort of boss or something from doing all of that. The one thing I did thoroughly hate about the game was kakariko village. The place was a deserted hellhole with nothing in it. Why is there a lone indian guy and why in he the only one living in a tent? I am not usually too harsh on games using stereotypes but I just can't fathom how exactly this guy made any sense at all within the context of the game.
As far as the latest skyward sword I am not sure if I liked the new world format contrary to the older ones. While it did ad a bit to the game and the story I felt like exploring the world as a whole was not quite an enjoyable as in other games. One of the things I loved about zelda games is just exploring the world, this game was more limited in that regard. The one thing which frustrates me is beating all the bosses in hero mode from the dragon's quest. I can't pull it off now matter how hard I try. As far as plot though, the revival of the thunder dragon confuses me. He appeared when the song with the whale was played so do we assume he was actually revived in this timeline and when we turn off the time crystal he merely is elsewhere? And when the crystal is on he is at two places at the same time? I feel the whole thing could have been made to make a tad more sense for us simple gamers who pay to much attention to this things and are prone to having our brains explode.