To be honest (And on-topic) I liked the ocean in Wind Waker. I loved it. I'd grab the boat and just sail around, trying to avoid the islands as much as possible. I just loved it. But that's me, I love the open sea!
My favorite game, however, would definatly be Link to the Past. It was just so... gah! Starting from the very begining, you get the great cinematic story scene, telling you about the creation of the dark world, the seven wise men's seal, and Ahganhim! Then you start off with Zelda contacting you telepathically, and walk outside and it's raining. That was the first time I've ever seen anything like this in a game. Then you get a great first dungeon, not difficult, so you can learn the game, but still fun in it's own right.
And the music! It's so epic! The best score to a Zelda game ever (with the possible exception of Wind Waker). Just everything comes out to perfectly give you the emotion everyon in a given scene is feeling. The warm, peacefull Kakriko, that great feeling of adventure in the overworld! I couldn't get enough of the Lost Woods, either, what a great place! We also had the nervous, edge-of-you-seat Dark World dungeons.
Well, the whole Dark World itself was a great idea! A world exactly the same, yet completely different from the real world! A place where your inner heart showed through, where magic resided in the form of the Triforce! Trees that would talk to you, horrific creatures plaugueing the world, and then, at the center of it all, Ganon's pyramid!