As far as being a creative work that I enjoy:
1, Wind Waker: The 3D Zelda formula the best it's ever been. Aesthetic was amazingly crisp and new at release, and the game felt like the fullest Zelda game to date.
2. Majoras Mask: Definitely amazing for the time. A huge step forward from OoT in gameplay, storytelling, and combat.
3. Link's Awakening: Helped Nintendo show the world what the SNES could do, and created Zelda games as we know them.
4. Ocarina of Time: Their first attempt at 3D zelda, and even though it was kinda hamhanded, still made a game I'll remember forever.
5. The Legend of Zelda: For being a game that's /still/ more fun than Twilight Princess.
Worst zelda game would be a dogfight between Skyward Sword, Twilight Princess, and the CD-I games.
Twilight Princess and Skyward Sword, I feel, were too afraid to leave their comfort zone. They were afraid to really add anything [to the formula, gameplay gimmicks don't count], so they felt like very dry, boring, "hit this to solve puzzle" type affairs. It feels like they developed those games based on a checklist.