Best overall story, I have to say is probably... either Kid Icarus: Uprising or Super Metroid.
Have yet to finish Skyward Sword of Breath of the Wild, but they are close.
Edit: Also will throw Eternal Darkness: Sanity's Requiem in there at the top, thinking back the game was so brilliant it and prior minor success with the Legacy of Kain franchise made a cruddy game developer look good.