Of the games I've played on the Wii, No More Heroes has the best story by far, though not in the way you might think. It's filled with fourth-wall-breaking and over-the-top homages/potshots at pretty much everything nerdly. In other words, take Killer7, remove the political overtones, and add some surrealist humor, and you're close. (Oh, and if you haven't played Killer7, get that too.)
If you want the best story ever told through gaming, though, forget the Wii and pick up a copy of Planescape: Torment.
"'Casual games' are something the 'Game Industry' invented to explain away the Wii success instead of actually listening or looking at what Nintendo did. There is no 'casual strategy' from Nintendo. 'Accessible strategy', yes, but ‘casual gamers’ is just the 'Game Industry''s polite way of saying what they feel: 'retarded gamers'."
-Sean Malstrom
