/raisehand
Played them all except the CD-I games, the Oracle duo, and Minish Cap. Loved everyone I've played, with Link's Awakening being the first game I beat that ever made me cry. (I believe either Earthbound or Final Fantasy VI was the next.) My personal favorite overall is a tie between Twilight Princess and Wind Waker, but if talking story alone I've got to go with Ocarina of Time.
The way the games add just enough "new" each release to keep them from being too simliar but also manage to not seem too foreign amazes me. Hell, Majora's Mask was created almost entirely from art assets reused from Ocarina, yet the mask system, the "Groundhog's Day" hook, and the bizarro world angle made that seem irrelevant.
Like anyone else, I'm eagerly awaiting what kind of "new" will be in the next game. The concept art gives some heavy hints, but I have a feeling no matter how sure we are of what it means, we'll still be surprised in the end.
EDIT: Just read through some of the Toon Link hate. . .I found it's story rather keen, considering it's really the first Legend of Zelda with a tale built around a "Legend of Zelda" in a sense. The "Link" in the game may not have been to be related to the Link of Ocarina of Time, but the game did help reinforce the concept of Link, Zelda, and Ganon's essences being eternal forces with fates intertwined with their world's greatest moments. That alone made me stand-up and take notice. Follow it up with a surprisingly intimidating and sympathetic portrayal of Ganondorf, and I'm one happy player.
Stylistically, I put it up there with Twilight Princess. . .It just represents the other end of the spectrum. A very necessary one, too, I might add. Wind Waker really captured the juxtaposition of Link's youth to the danger at hand. The young Link of OoT may have looked more real, but WW's Link "feels" more real. I'd actually go as far as to say WW's Link has more character period than other incarnations of Link, which I believe was part of the point of the game's style. I'll actually be sad if the Wind Waker world remains confined to the DS; the colors and expressions didn't "pop" very well in Phantom Hourglass due to the hardware's limitations.