Currently playing Ocarina of Time. This is the first time I've played it and so far it's actually a pretty fun game. I'm not a big fan of 3D Zelda titles (despite my favorite being Wind Waker), so it takes a little bit of getting used to.

A Link to the Past was the first one that I played, but I haven't played it in years.

For the longest Link's Awakening was my favorite (it's now been relegated to 2nd favorite, which still isn't bad) followed by the Oracle series.

Oracle of Seasons was the first one that I beat (with Link's Awakening following shortly thereafter). I own Oracle of Ages, but I haven't played it too much. They both pretty much just stay in their boxes at this point and I'm tempted to just get digital copies for my 3DS.

I've played Twilight Princess on the Gamecube, but when I went to play on the Wii (backwards campatibility for the win), my data got corrupted when I tried to go back on GC, so I never finished it.