Mine would have to be The Legend of Zelda: Link's Awakening DX. It was the first Zelda game I played and it was utterly fantastic, and still remains as my favourite game of all time. The world was huge, with plenty to explore, to try and get every single photo, to get all the shells, all the heart pieces, doing the trading, and the emotional ending, I actually cried when I finished it. I have completed this game completely, except for one heart piece which I could not find. Absolutley amazing. Everyone should own it.
So, what's your favourite Zelda game?