Wind Waker is probably the "worst" of the three, since it's clearly rushed and lacks polish in numerous areas, but I don't think it's the one I like the least. It also has a very slow start, with a forced stealth section pretty early on. The infamous triforce quest near the end has earned its reputation as a pacing killed, and clearly is what it is to pad out a game that's also got a meagre amount of dungeons. Aside from that though, it's just a jolly game. The atmosphere and visuals are probably the first thing people think of when they think of Wind Waker, and for good reason. It controls very nicely, and you can tell they spend a decent amount of time on iterating on the foundations of the N64 games that came before it. It's also got my favourite depiction of Ganondorf. Injecting a little character into the guy changed my perception of him in every game before and after, which I can only applaud.
The one I like the least goes to Twilight Princess. Good to great dungeons, but that's about it. Horrendous pacing from start to finish, off-putting NPCs all over the place, glacial opening, a story that gives up on itself and morphs into bland "classic" Zelda tropes to try and mask it, knock-off Tingle, etc. Wind Waker also had a pretty bad implementation of the Ocarina of Time-style music mechanics, but Twilight Princess comfortably limbos underneath the very low bar that Wind Waker set, with howling noise. When I was sick of this game and ready to move on, I still had two dungeons, filler sections in between, and a final castle to do. I was also very annoyed by how much time they set up Zant as a badass, and then immediately had to start trivialising him the moment Ganondorf was forced into the story. I tried to Wii version as well, and the pointer controls do help spice things up, since most items you get use 'em, but the downside was that the mediocre swordplay was made a bit more cumbersome. Still a worthwhile trade-off in the end though, I think. It's far from a bad game, but it's definitely the mainline Zelda game I like the least.
Skyward Sword keeps the tradition of slow openings alive. Like Twilight Princess, the dungeons themselves are again great, and they applied similar design sensibilities to the overworld now. Really enjoyed that, unfortunately there was a bump in the road here as well. The theme of the game was related to the sky, and they had to find ways to force you to go up fly up there from time to time. They couldn't think of anything better than to segment every section of the world off, and harms the world design quite a bit. The motion controls took me quite a while to get used to. The game allows you fumble and still progress, which meant I didn't bother to learn for hours, and blamed the game for it. When I did take the time to figure things out, things clicked and it was pretty neat. I don't mind that they dropped it after this, but it was a neat gimmick for one game. Speaking of gimmicks, I don't like Fi, and I'm pretty sure it's entirely due to how she's written. I do like Girahim though. Skyward Sword is a bit of a black sheep, but it was an entry that gave care and attention to the parts I value the most in the series, so at least I'm pleased with how it turned out.
In summary, I think I'd rank them Skyward Sword > Wind Waker > Twilight Princess.