Curiously all these games are named Zelda XYZ, but the princess is always kidnapped, trapped or hidden from the action. Perhaps they can think on ways to give the princess a more active role in the game. Leave the player to choose between Link or Zelda and then having the other traveling and fighting together with the player (similar to Vita's Uncharted NPCs)?, allowing siwtching characters on the fly like Lego games? being able to play with her in MP? Or a Zelda where the poor boy to be rescued is Link?

"Or a Zelda where the poor boy to be rescued is Link?" Go look at Zelda's adventure or Zelda wand of gamelon.
I love the Legend of Zelda series as it is, it doesn't need multiple possible paths or endings and it definitely doesn't need multiple playable characters.

Why does every series' name absolutely have to reflect on that of the protagonist? There are many series that don't have the hero's name in the title, and others that do. Besides, I think having a different main character than the playable one as the titular character makes the name of the series more subtle and clever.

While Zelda has no doubt played a less important role in some games (LA, MM), often she is central to the story, whether it's about rescuing her (Zelda 1, 2, ALTTP, etc.) or her having a more significant role (OOT, TWW, SS, etc.), so the series' title, "The Legend of Zelda" is usually relevant to the plot. And I don't think switching the roles, i.e. Zelda rescuing Link, would really work all that well, as it just seems too forced.

But while she hasn't been playable so often, Zelda's role has become more prominent from OOT onwards, as she has often helped Link somehow near the end of the game. Spirit Tracks also utilized Zelda very well and if she's playable in a future title, it should be done like in that game, with Link and Zelda cooperating.

We have seen Zelda work together with Link before like in Spirit tracks so maybe they have another Zelda game with similar gameplay mechanics like that. As for Zelda saving Link, they've had Peach save Mario so it could work. The villains in the Zelda series are always capturing her due to her importance so maybe the reason that they would capture Link would be that he already has a piece of the Triforce so Gannon captures him hoping that and thinks that it would be easy to get the other Triforce pieces from Zelda but and lures here to his castle then there could be some big twist after saving Link from Gannon and Link and Zelda have to work together for the rest of the game and the player can switch between the two.

Zelda was fairly visible in the first half of Skyward Sword.