I have beat:
The Legend of Zelda (NES)
Zelda II: Adventure of Link
The Legend of Zelda: A Link to the Past
The Legend of Zelda: Link's Awakening
The Legend of Zelda: Link's Awakening DX
The Legend of Zelda: Ocarina of Time
The Legend of Zelda: Oracle of Seasons
The Legend of Zelda: Majora's Mask
I've played The Legend of Zelda Wind Waker, I got really far in it but it really got repetitive and boring. I also never got around to beating Oracle of Time, I'm pretty sure I have it. I own Four Swords but I got really bored with it, really fast.
What would you say is the best Zelda game ever?
I know a lot of people are going to say the best Zelda is either the first one, "The Legend of Zelda" or the 3rd one "The Legend of Zelda A Link to the Past". Also "The Legend of Zelda Ocarina of Time" can be put in this list. All 3 of those games truely innovative and excellent games.
But my favorite Zelda so far has to be The Legend of Zelda Majora's Mask. The reason is because of the story, the gameplay and the graphically style of the game. The game was created in one year (according to the G4TechTV show Icons). Its just a wonderful game, there is really a lot of character developement in the game. You really get to know the characters, their daily actions, their personalities. Also the story does not include Link saving Zelda which by the time the game came out (besides Link's Awakening) all you had to do was save Zelda. Its a repetitive story line, I know its the classic story line but you get bored of it. Majora's Mask has a quirky funny story that I really enjoyed. The mask system is also awesome, being able to play as 5 differents Links is really fun. Its just a really nice game. I own it in English and Imported Japanese. In my opinion, this is the best ever for me.
What would you say is the best handheld Zelda?
I have no played Minish Cap to much (except in Japanese on an emulator). But my favorite Zelda game for a handheld is The Legend of Zelda Link's Awakening. For the soul fact you play in a different world than Hyrule. I enjoyed the story in the game as well which was to watch up the Wind Fish by collecting 8 instruments. I've beat the original game and the DX game. Both without dying once and got the little secreting ending.
Those are in my opinion the best so far. I can't wait for the Gamecube game.