In the main games of course.
The Legend of Zelda: Breath of the Wild was the subject of many rumours over the past few months, especially with regards to featuring a playable female character. The idea was nixed early on and though there has been discussion about a spin-off featuring Sheik (aka ninja Zelda), series creator Shigeru Miyamoto said that Link will always remain the hero of the main games.
Speaking to Gamekult (translation via Nintendo Everything), Miyamoto answered a question regarding Zelda being the protagonist at some point. He stated that, “We clearly talked with the team to make a game centered about Sheik, so I cannot say it is impossible to see something of the sort in the future, but in the classic games in the series, Link is the hero and that will not change. For the rest, you have to be patient and see what happens!”
Till then, Link will be back in the saddle again when The Legend of Zelda: Breath of the Wild releases next year for Nintendo Wii U and NX.