My favorite is still Link to the Past. I just really haven't enjoyed most of the 3d ones - I finished Ocarina of Time, which I thought was good but not great, and Twilight Princess, which I actually really enjoyed but would have liked less "the entire game is a tutorial!" handholding.
Windwaker and Majora's Mask both involved me getting partway through/most of the way through (respectively) and putting it down. I think I maybe had one or two hours left in MM, from what people tell me? Eh, I was just like "this is not really worth finishing". Just to be clear here, this is a thing I almost NEVER do - I have to be failing to get any enjoyment whatsoever from a game for that to happen. Final Fantasy games are the leading contender for this, since they tend to go rapidly downhill quality-wise about 3/4ths of the way through, and the stuff that remains is stale. Anyways, both of them just felt... monotonous. (and, for that matter, incredibly ugly visually. That's not really enough to ruin a game for me, but I found them both painful from a visual perspective)
Unless this deep, thematically heavy, dark plot stuff happens in the last couple hours of Majora's Mask, I don't remember any.
It might be worth it to give Windwaker another go, I suppose, only got a few hours into that one...
As far as /least/ favorite... of the ones I've played enough to judge? It would probably be Majora's Mask.