Five entries, that is awesome. Critique time~
Anubis: The drawing itself is very nicely done. Pencil lineart and digital coloring, yes? It looks very nice and including the dagger was a very nice touch. The slanted composition is interesting too. The lighting however could be better. It looks like Sheik is standing in a dark room with a bright light coming from behind. With that kind of lighting, Sheik really should be bathed in shadow with intense lighting around the outline. That's just a composition issue though.
Djinn: Why did you not ever tell me you could draw like that? Seriously, I'm impressed, and the concept cracks me up XD I think the only thing I can really nitpick at here is the fact that the rendering could have been better and the shadows being cast on the ground don't match with the lighting (ie the poor fellow on the bottom left, that shadow around his hand should not be that big). But seriously, that is awesome.
mandym: I like the ninja outfit, Sheik looks like an actual ninja now XD The coloring also comes off as sort of pastel-like, especially at the face, and I've always been a big fan of that kind of coloring. Some nitpicky things though: the black lines around the hair look horribly out of place. I'm guessing that's the lineart, but with the general lineless look of the coloring, the lineart kind of comes out as bad rendering. Also, the left foot should be a bit lower since it's in the foreground, or right foot higher since it's in the background, either works. Perspective and all.
Random Person: I...seriously laughed at that, in a good way of course! Ninja Navi, that's just epic Xp Now I know you're getting tired of me ranting on about lighting but before I say anything, let me just say the lighting on the individual characters is just fine as is. What I'm gonna nitpick at here is that the light source doesn't match the background, since the light source is clearly to the right, but the background seems to have a light source at the center background...I'll shut up about lighting now XD
LANZZ: Epic pose. I approve. And the contrast between the dark figure and the bright Triforce is very nicely done. The background is a tad chaotic though; I'm not entirely sure what you were going for there, but that's just personal opinion. I like the triforces in the bg pattern though, nice touch. I think you should have upped the brightness a bit however, since even though I think the dark coloring works well with the ninja theme and bright Triforces, Link should at least be bright enough that you odn't have to squint to see the distinctions in color and where the lineart actually is.
My vote goes to Djinn (seriously dude, why did you never tell me you could draw like that, or am I just bad at paying attention? >_> )