I didn't finish the Oracle games, so I can't judge them in their whole. I was bored after three or four levels. For what I know, the story is "Oh, shit the weak goddes has been kidnaped by the bad guy. Go find the n items to rescue her". Kinda basic. There are good ideas (season and time puzzles, great items), but I find the story boring.
Link's Awakening has one of the most creative storyline I've ever played. I've been completely catched, and was realy sad (playing a GB game !!) when I learnt the truth about the Island.
I mean, it is really mysterious, you have to discover the secret of the Island, what is that WindFish thing, and so on, step by step... It's quite weird somtimes too... The last boss, fight Link's worst nightmares. So many great Ideas. I love that.
And the music sticks so much to the athmosphere. The intro was stunning (for a GB game), and the outro once again made me feel something. Link's Awakening is my favorite Zelda game (and one of my favorite games at all

). Can't wait for the next one.