Hm I have to disagree with Dyne here. I really dislike Four Swords Adventures. The stupid level system bores me so much. Sometimes I boot it up and play 1 level, just because I want to beat it. At 3/4 of the level, it frustrates me so much...
I loved The Minish Cap. Had some really good parts, but in general I guess it didn't really feel like a Zelda game.
I finished Oracle of Ages, but not Seasons. I got stuck somewhere. And I hate resorting to walkthroughs, so I temporarily gave up on it. That was like 4 years ago. I always thought the gameboy screen was too small for comfort.
Link's Awakening... it was good, but it didn't really have much of a story. Because of the simple graphics, I never took it reallly seriously.
The Legend of Zelda and Adventure of Link were good, but too primitive to be the best. I never beat them by the way. The last part (incl. boss) of AoL is way too hard.
And I got bored with TLoZ.
Phantom Hourglass.... I'm still playing that. I really dislike having to play the same dungeon over and over again. The rest is good. I like the ship-building and parts-collecting.
So the best after ALttP? I guess... argh I really don't know. LA or TMC. Or PH.