Here are my thoughts, briefly, on each entry:
Zelda I: I can't stand to play this game today, but it was great in it's day, and it brings back a lot of nostalgic memories. I finished this game long before home Internet existed, and to do so required many hours of happy collaboration with friends and family members to piece together enough independently-discovered secrets to be able to beat the game.
Zelda II: Hated this game with a passion, but pushed through it just so that I could say I could beat it. This is the only game that required me to use Game Genie to finish. Have since beaten it legitimately, but I would rather eat nails than to play this game again.
Link to the Past: Already explained above. Hands down the best in the series.
Link's Awakening: I didn't own a Gameboy when this game came out, so I didn't get to play it until several years later when I borrowed it from a friend. I enjoyed it a lot, but it felt like a Link to the Past greatly watered-down to fit on a Gameboy.
Ocarina of Time: The game that re-awakened my inner Zelda fanboy. Bought it on the day of it's release, and have probably sunk more hours into this game than any of the other entries. It's just a solid game all-around, even though some parts can be awkward and tedious.
Majora's Mask: This game took everything that was great about Ocarina of Time and multiplied it by 10. I enjoyed the time-pressure challenge and the vast overworld jam-packed with optional areas and side-quests. The one big problem I have is that 4 dungeons are not enough. The saving grace is that these are the best dungeons in a 3D Zelda game. They are long and difficult, but not frustratingly so.
Oracle of Seasons/Ages: Amazing games. I sunk a lot of hours into these, and my first time though was on the Japanese ROMs that released several months before they were translated into English. Capcom took the Link's Awakening formula and realized it's true potential. I'm torn between which of the two is better. The fan sentiment seems to be Seasons, but I think Ages was a little bit more solid of an experience.
Four Swords GBA & Four Swords Adventures: Is there anyone out there who actually played these games?
Wind Waker: I really wanted to enjoy this game, I think the cel-shaded graphics were very art-fully done, but the game is just too short and easy. That and the ocean is too big and invites tedious gameplay. If someone tells you that this is their favorite game, you can be pretty sure they are less than drinking age.
Minish Cap: I finished this game in the course of an evening. Too short, too easy. Kinstones are too tedious and repetitive. Pretty graphics and solid gameplay, but this is Zelda for kindergartners.
Twilight Princess: I had fun with this game, a lot of fun with it. After 10 years of catering to the kindergarten crowd, this game brought Zelda back to being a mature experience. Unfortunately the game unravels about halfway through, as most of the dungeons that appear after collecting the Master Sword are extremely short and have a feel of being slapped-together, and the items you find in them are barely useful outside of that dungeon. This game also lacks enough meaningful things to do on the side outside of the main quest. Double clawshots were a lot of fun however, and I hope we see this mechanic again someday.
Phantom Hourglass: I don't have a NDS, and I find that NDS games don't emulate well enough to be enjoyable, so I haven't played this one. Based on what I've read of it though, I'm going to say that it caters to kindergartners.
Spirit Tracks: Didn't play. I honestly don't know much of anything about this game. I'd like to see someone here comment on it.
Skyward Sword: Didn't play. I'm trying to find a friend who will sell me a Wii for less than $50 (just barely missed such an opportunity a couple months ago), and when I pull that off I will play this game. It sounds like it ranks low as far as 3D Zeldas go, but I think it could be a fun way to spend a few lazy afternoons.