You definitely need to download Ocarina of Time. That was the game that got me started on Zelda. It's my favorite game of all time. The story is pretty incredible. The music is awesome. It was also the first game to implement to Z-Targeting system which is really great. Anyway, I've only tried out NES version and Link to the Past; I haven't really played them in depth, but they are neat if you want to venture away from 3D graphics.
Depending on what you have played but if you never played the first Zelda get ti its worth the 5 bucks, Zelda Link to the Past is fun and long and worth the 8 bucks and Zelda OOT is the best Zelda game (Twlight had the graphics's but not the story or Characters OOT had) ever created so if you never played it get it