I don't really have a favourite soundtrack among the rest. If I was forced to pick, I'd be Twilight Princess.
My favourite songs from each game are:
Legend of Zelda - Title Screen
Adventure of Link - Palace
Link to the Past - Dark Mountain and Forest
Link's Awakening - Ballad of the Wind Fish
Ocarina of Time - Forest Temple
Majora's Mask - Final Hours
Oracle of Ages/Seasons - Wing Dungeon (from OOA)
Wind Waker - Molgera
Four Swords - Link to the Past/Four Swords Game Selection Screen
Four Swords Adventures - Four Sword Sanctuary
Minish Cap - Dark Hyrule Castle
Twilight Princess - Hyrule Field
Phantom Hourglass - Inside a House
Spirit Tracks - Overworld
Skyward Sword - Lanayru Desert Past