This is actually a fairly tough choice for me. I really like both games, but they're different enough that I don't really have one I prefer over the other. I think Wind Waker probably has more to do if you explore every island, but some of those islands are so boring and repetitious that I can't really recommend that as a point in favor of the game. Twilight Princess's exploration based goodies, while not as expansive, are a lot more varied and interesting. I really like the wolf segments of Twilight Princess, and the variety that they brought to the game, shifting to a puzzle focus even in the overworld.

I wind up going back to Wind Waker more often, but that's probably just because it has an awesome Wii U version installed on my system's hard drive. Play whichever game you're in the mood for.

If you want a Zelda game with a darker tone, go with Twilight Princess. If you want one that is just about joy and adventure, choose Wind Waker.

But play Link Between Worlds first. Because it's better than both.