I am the proud owner of Zelda 1 and 2 for NES, the rerelease of Link to the Past for GBA, a rerelease of Ocarina of Time for Gamecube and Wind Waker.
Of these, I'd have to say that that Link to the Past is my favorite followed by the first Zelda. All of the ones I've played have been thoroughly enjoyable, but I tend to prefer the older games. (Dunno why that is.)
As far as pre-3D Zelda goes, a lot of the common themes used in the later incarnations were established in the 2D titles. 1 and Link to the Past were in a top-down view and your sword had a projectile attack once you were at full health. In addition to using equipment to explore, you had to interact frequently with your environment, especially in Link to the Past. Many puzzles were solved by pulling levers, pushing blocks, and hitting switches as well as bombing suspicious backgrounds. Also, in the first one, you could voluntarily go throughout the game without ever getting a sword without having to perform a sequence break. (Why you would is a different matter.

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Zelda 2 was the "black sheep" if you will of the Zelda series. On the world map, it was also a top down view but you didn't attack and monster encounters visibly showed up on the the map. When you entered a town, a dungeon or an encounter, the game became a 2D sidescroller with small elements of growth for Link, such as the ability to upgrade life, attack power and magic capacity. Spells were a vital part of survival and combat techniques were more frequently learned.
Hope that helped.