A couple of recent titles I have played have had pretty good storylines:
Beyond Good and Evil
Oddworld Strangers Wrath
Ironically both of these did not sell well over here in the UK. EA obviously thought it would be more important to promote FIFA Street and NFSU2.
Also thought Half Life 2 had a pretty good plot when compared to the likes of Doom 3.
Seems to me though that the games which are story driven seem to suffer in terms of sales. Stick a FIFA or Star Wars franchise on any genre and it will sell
