Peach can save herself for once. elda is the second badass girl in Nintendo games behind samus. If she has to be captured by a plant I'd save her before her rep goes down and is below Peach in badassery...
I'd alternate - the game would change according to which one you save.
I'm not sure, maybe Peach. Zelda could free herself, because she's got triforce powers and stuff. All Peach has is a frying pan, so she'd be in more need of help.