My favorite classic Zelda games are the CDi games. (No! Don't kill me, it was a joke!)
I haven't played very far into Link to the Past, so I'm going to say the original. It's just amazing. The amount of great enemies, items, huge landscape, and details is incredible for a game of that size. It was only 128 Kb! It was such a revolutionary game in so many ways, and it deserves lots of respect.