Call me Old School, but Legend of Zelda is my favorite video game series, ever. I like the fantasy world it's set in (Hyrule) and its mythology, and I genuinely think that this is one series that would work equally well as a really good series of novels as it does as a series of video games. If you think of it in high-fantasy terms, its system of magic-using is very original, the characters are all likeable, the fantasy races are plentiful original (I like the Deku and Zora races especially) and its themes are pleasingly profound.
My favorite will probably always be Ocarina of Time, because it was my first 3D video game and I was awed at how awesome it was, the fantastic (and, again, very original) way in which it plays with the concept of time travel in-game, the fact that both the puzzles and enemies were challenging, and that it was time-consuming without ever being tedious. I like The Wind Waker and Twilight Princess, as well. The character of Midna was a fantastic addition, and I really hope to see more of her in the future.
Mostly because of the AMAZING soundtrack and the epic storyline.
I like Majora's Mask, and I admit it has a great storyline, but Ocarina's soundtrack is better. (which is not to say that I don't like its child / adult story, too) I mean, remember the music from the Forest Temple? The Spirit Temple? Gerudo Valley? The Lost Woods? There's nothing in the direct sequel that matches those. In fact, in my humble opinion, the only really good musical themes in Majora are the overworld theme, with its remix of the classic LOZ theme, and the Deku City theme. All else is sub-par.
Oh, and Twilight Princess also had an epic soundtrack.
Actually, the theme was composed by Koji Kondo. John Williams just made his own arrangement of the theme. But yeah, I like the Zelda series too. My favorite is Twilight Princess. The music is awesome too.