There's too many for me to have a favourite. I'll just give you a short list instead.
In no particular order:
1) I like the scene in Kakariko, when it's on fire, and the scene with Sheik.
2) The end, between the battles with Ganondorf and Ganon, where Link smirks at Zelda, thinking that everythings alright.
3) Fighting Twinrova (probably the second form best ie. when she winks at Link and he gets freaked out!

)
4) When the Deku Tree dies-it was very well made. It actually brought tears to my eyes!

5) The scene where Link discovers that Sheik is Zelda and afterwards, when she gets captured in the crystal. The worry, suspense, I love it! ^_^
Actually, number 5 or 2 are probably my favourite.
