I haven't played anything newer than Link's Awakening for more than 20 minutes. I spent a good portion of a summer vacation playing LA on my GameBoy Color and watching tennis on TV. It's a fantastic game. I have tons of fond memories of the original too. I spent many, many happy hours playing through it with my cousin, memorizing where to bomb and burn to get items, and saving up rupees for something really expensive (can't remember what exactly).
Link to the Past is hands down my favorite though. Somehow I ended up with a strategy guide to it before I even owned an SNES, and I read it cover to cover. Yeah, I was pretty obsessive about video games as a kid. I've played through LttP probably five or six times over the years, most recently together with my son on our Wii.
My favorite recent LoZ thing is Artosis' Starcraft vs. Zelda rant:
[video=youtube;uaBF16L58rk]http://www.youtube.com/watch?v=uaBF16L58rk[/video]