Personally, I love them both, but whilst Ocarina is more more 'epic', with more temples and such, I like Majora's darker and much less cliche storyline. A few people call Majora an 'incomplete' Zelda, but I disagree. Whereas it may be lacking in temple count, etc., it makes up for it with significantly more side quests and better character development. Didn't the marriage moments before the moon fell put a smile on your face?

Ocarina is bigger. But I do prefer Majora's Mask. Nonetheless, they're both amazing games.