A Link to the Past. Oh man.
I actually played the NES games first, I got them both for Christmas when I was very young. I absolutely loved them; in fact, to this day I think Adventure of Link is an awesome game, I love it MUCH more than just about any other Zelda fan. But still, LttP blew it out of the water. Blew both the first ones way out of the water, even, in my opinion.
It's just so good. My gosh, every time I watch the opening of the title screen I get chills and re-acknowledge this as one of the most fantastic video games I've ever had the honor of playing. The intro--if you wait on this title screen--is as epic as intros come and sets you up for the game with wonderful storytelling and
one of my favorite tracks ever. Then ... just the file select screen, as simple as can be, harkens back to the NES games but adds that wonderful, gentle theme we know in every major Zelda game as both the file select and Fairy Fountain theme. I dunno, I'm not even into the actual game yet and I could go on forever about how cool this stuff is.
Needless to say, the game itself is superb. The music is some of the best on SNES (Dark Worl <3), the dungeons are EXTREMELY plentiful and very well-designed and awesome to explore, the bosses are incredibly fun and well-designed (especially once you reach the Dark World), the plethora of items you gain in this game has STILL gone unmatched in any other Zelda... so many are just SO unique, so many haven't even been attempted to be copied again. And then you have the awesome sword system, in which you can upgrade your blade several times throughout the game and every time it just feels SO much more powerful, from the sound it makes to the color it takes on... and of course it set up many of the conventions used from that point on in the series for better or for worse ("get 3 artifacts", big event happens, complete rest of game lol). And it introduced so many of the ultra-memorable tunes that have become infinitely memorable, from the aforementioned File Select to Zelda's theme to Ganon's theme to Kakariko Village... and the colorful and varied map introduced us to the Lost Woods and Lake Hylia and showed us Hyrule Castle for the first time. Man, I dunno, it's just a wonderful game. I could go on and on.
Ocarina of Time, WW and
TP are all fantastic, and Zeldas 1 & 2 as well as Link's Awakening are other favorites of mine (perhaps
MM and the Oracles games will be too, if I ever finish them). Overall, though, Zelda's a great series, I love every entry I've played... but I"m not quite sure it'll ever be completely possible to top LttP.
OoT comes close, though.