Well, let's see here... I'll list every Zelda game, and mark them accordingly..
***** = Games I own
Green = Games I have beaten
Blue = Games I have played, but not beaten
Red = Games I have not played
(only original releases, not the digital re-releases on the virtual consoles)
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*****The Legend of Zelda - (NES, 1987) - (I've beaten this probably 20 times)
*****Zelda 2: The Adventure of Link - (NES, 1988) - (I've beaten this probably 17 or 18 times)
Zelda - (Game & Watch, 1989)
The Legend of Zelda - (Nelsonic Game Watch, 1989)
*****The Legend of Zelda: A Link to the Past - (SNES, 1992) - (I've beaten this countless times. Easily way more than every other Zelda game combined)
*****The Legend of Zelda: Link's Awakening - (Gameboy, 1993) - (I've beaten this probably 12 or 13 times)
Link: The Faces of Evil - (CD-i, 1993)
Zelda: The Wand of Gamelon - (CD-i, 1993)
Zelda's Adventure - (CD-i, 1995)
*****The Legend of Zelda: Ocarina of Time - (Nintendo 64, 1998) - (I've beaten this about 18 or 19 times. My little cousins wanted me to beat it as they watched.)
*****The Legend of Zelda: Link's Awakening DX - (Gameboy Color, 1998) - (I've beaten this about 3 times)
*****The Legend of Zelda: Majora's Mask - (Nintendo 64, 2000) - (I've beaten this about 9 or 10 times)
The Legend of Zelda: Oracle of Ages - (Gameboy Color, 2001)
The Legend of Zelda: Oracle of Seasons - (Gameboy Color, 2001)
*****The Legend of Zelda: A Link to the Past & Four Swords - (Gameboy Advance, 2002) - (I've beaten this about 4 or 5 times)
*****The Legend of Zelda: Ocarina of Time Master Quest - (Gamecube, 2003) - (I've beaten this, as a whole, about 3 times)
*****The Legend of Zelda: Collector's Edition - (Gamecube, 2003) - (I've beaten this, as a whole, about 3 times)
*****The Legend of Zelda: The Wind Waker - (Gamecube, 2003) - (I've beaten this about 4 times)
*****The Legend of Zelda: Four Swords Adventures - (Gamecube, 2004) - (I've beaten this about 3 or 4 times)
The Legend of Zelda: The Minish Cap - (Gameboy Advance, 2004)
The Legend of Zelda: Twilight Princess - (Gamecube, 2006)
*****The Legend of Zelda: Twilight Princess - (Wii, 2006) - (I've beaten this twice)
*****Link's Crossbow Training - (Wii, 2007) - (I've beaten this once)
*****The Legend of Zelda: Phantom Hourglass - (Nintendo DS, 2007)
*****The Legend of Zelda: Spirit Tracks - (Nintendo DS, 2009)
*****The Legend of Zelda: Skyward Sword - (Wii, 2011) - (I've beaten this twice)
*****The Legend of Zelda: Ocarina of Time 3D - (3DS, 2011) - (I've beaten this once)
*****The Legend of Zelda: Four Swords Anniversary Edition - (DSiWare, 2011)
*****The Legend of Zelda: The Wind Waker HD - (Wii U, 2013)
For the Watch, and Game & Watch games, I was living in Europe at the time, and everybody had them. Kids in my school took them to school all of the time. So I got to play them at school, but never had enough time to actually beat them. I never got them myself tho.
As for the CD-i games, my neighbor used to have them. Maybe he still does, I don't know. It was 1996 when I finally got to play those. So it's been a long time. I used to babysit his kids (3 kids, all under 6 years old, at the time. I was in high school), and he had both, the CD-i and the 3DO. Not many games for both, but he used to boast about how expensive they were, so how much greater they were. He never owned a regular NES or SNES. But anyways, I got to play all 3 Zelda CD-i games there, among some other terrible games.
By the time the two Oracle games came out for the Gameboy color, I had already stopped playing the Gameboy all together. I didn't touch any handhelds much from the late 90's to the release of the Gameboy Advance. Link's Awakening DX was a big deal to me, since I loved the original game. So I went out of my way to get and play that. But other than that, I didn't touch handhelds much then. Eventually, I got to play the Oracles games, but I didn't put much effort into them. I had way, way, way too many other games, as well as new Zelda games, to care about those. I'm sure they are great. But I haven't given them much of a chance, to be honest. But mostly because they came out at time when I wasn't playing the system that they were on.
As for the Minish Cap, that got lost in the shuffle. When I first heard about the game, I thought it was another Gameboy Color game, like the Oracle games. So I didn't pay any attention to it. It wasn't until a few years later that I realized that it was a Gameboy Advance game. I got to play a copy of it, while my friend used to work at Gamestop. He would let me bring in my Gameboy Advance, and then pick any game from behind the glass, and he'd let me play the game on my system, without paying for it, while I was still in the store. So I got to play a lot of Gameboy Advance games that I would otherwise never of played. That's what got me back into the handheld scene. I was 100% completely out of the handheld market. But then, my friend talked me into playing the Gamebody Advance. So I got it, started playing it, more and more, and boom, I was hooked on handhelds again.
I didn't bother getting, or playing, the Gamecube version of Twilight Princess, because I chose to get it on the Wii instead. They both released at the same time. If the Gamecube version had come out first, like it was originally planned to, then I would of gotten that, and then upgraded to the Wii version later. But since they held the Gamecube version back, so it could launch at the same time as the Wii version, I just stuck with the Wii version. Never bothered with the Gamecube version.
However, I wasn't big into the DS Zelda titles. I loved the DS, and have a lot of games for it. However, I started playing both Zelda titles, and I liked them, but just didn't get into them much. I think it was mostly the touchscreen only controls that took me out of the game. I played more of the Phantom Hourglass than I did the Spirit Tracks game. I almost didn't buy Spirit Tracks, but it was Zelda, so I felt compelled. But I've hardly touched it, to be honest.
As for The Four Swords Anniversary Edition, I've barely started it. Mainly because of my quest to beat every 3DS retail game I own. So I've been focusing heavily on the retail games and have hardly touched the digital games at all. I would of beaten it already, otherwise. But for now, I'm saving it for when I've beaten all of my retail games, and there's a dry spell. Tho, seeing the 3DS library and release schedule, it might be some time before I get to this game.
I am, however, currently in the middle of playing The Wind Waker HD, on the Wii U. I'm also currently in the process of trying to 100% complete the game. I have all 4 bottles, all of the Great Fairy upgrades, completed the Trading sidequest along with planting all of the plants/flags/statues on the island, as well as got my Cabana, and watered all of the scattered Forest Trees, bought everything at the Auction House, found every Submarine, and have half of the Nintendo Gallery done already. I'm in the second row of hearts, so I have a lot of heart pieces. Not all tho. Still working on those. I also have a ton of maps, but I'm still missing some here and there. Also, I'm not feeding the fish so he can draw on the map, until I have completed everything that I can do in that square grid. If there is even one thing left to do, I keep it "hidden" on the map, as a kind of way to remind me which area's still need to be completed. I haven't started the Labyrinth dungeon yet. Waiting until I get more heart pieces for that. Also, the only items that I'm missing are the hookshot, light arrows, mirror shield, hero's charm, power bracelet, iron boots, and the Triforce Shards. But I have everything else. Again, I plan on getting 100% everything in the game, and doing 100% everything there is to do in the game, before beating it. That's the goal, so that's the plan. All other games are on "pause", until I complete this 100%. As is tradition with me for most Zelda games. All other games stop for Zelda.
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My Top Ten Favorite Zelda games...
1). - The Legend of Zelda: A Link to the Past - (SNES)
2). - The Legend of Zelda: The Wind Waker HD - (Wii U, and original version)
3). - The Legend of Zelda: Ocarina of Time 3D - (3DS, and original version)
4). - The Legend of Zelda: Link's Awakening DX - (Gameboy Color, and original version)
5). - The Legend of Zelda: Skyward Sword - (Wii)
6). - The Legend of Zelda - (NES)
7). - Zelda 2: The Adventure of Link - (NES)
8). - The Legend of Zelda: Four Swords Adventures - (Gamecube)
9). - The Legend of Zelda: Twilight Princess - (Wii) - (didn't care for the Wolf-Link parts, and, it felt like a "cookie-cutter", "paint-by-the-numbers", Zelda game. Otherwise, good game.)
10). - Link's Crossbow Training - (Wii) - (by default)
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Zelda games I need to play more before I form my opinion on...
Zelda - (Game & Watch)
The Legend of Zelda - (Nelsonic Game Watch)
The Legend of Zelda: Oracle of Ages
The Legend of Zelda: Oracle of Seasons
The Legend of Zelda: The Minish Cap
The Legend of Zelda: Phantom Hourglass
The Legend of Zelda: Spirit Tracks
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Zelda games that I didn't care for...
Link: The Faces of Evil
Zelda: The Wand of Gamelon
Zelda's Adventure
The Legend of Zelda: Majora's Mask - (I could go on and on, but not right now, it'll be too long)