I basically could have picked a couple of dozen moments from the Zelda games I love, but here are a few that really stick out...
In no particular order...
1. Majora's Mask: The Moon - Total WTF moment, insanely cool and surreal, symbolised the game perfectly
2. Wind Waker: Tower of the Gods rising - Quite possibly one of the coolest sequences ever in a Zelda game. Awesome, epic, great music and the art style of the game brings it to life. Plenty of Zelda games had you putting pearls and stones in various places, but in this instance the placement actually made a bit more sense!
3. Wind Waker: Forbidden Woods - In particular, using the Deku Leaf and the air currents to float your way there was FANTASTIC. Particularly if you happened to do it at night, which made the effect even cooler.
4. Wind Waker: The Forsaken Fortress - The very first moment I realised how much creative genius when into this masterpiece of a game. (doesn't TP look stale by comparison)
5. Ocarina of Time: Shadow Temple - the galleon/boat ride. Pure genius, with the Triforce symbol, bells on the front, and having to fight baddies before jumping off before it's too late. Great eerie inclusion to an under-rated dungeon.
6. Majora's Mask: Deku Palace - Mostly because I adore the music haha
Just a few thoughts...