In terms of a linear plot, the Zelda games have fairly bland storylines, sure. This isn't what the Zelda story relies on, though. In my opinion, the otherwise boring plot is enhanced to epic level because of the original and complete worlds that Link explores. Hyrule (and the other lands of Zelda) are what make the story great. If the events of Zelda were to somehow be translated into our world (don't feel like making an example, just picture a modern type of Zelda), it wouldn't be good at all. The creation of a new world to explore, with mysteries and things that seem completely alien to us, but at the same time feel almost 'real' support the plot. Yes, the princess and the hero is boring, but the hero heading into the volcanic home of the rock eating Gorons, the aquatic land of the fish-man Zoras, the forest of the mysterious forest spirits, etc, etc, to save the princess sure isn't.

I play Final Fantasy for the linear plot. I play Zelda for the sense of awe, wonder, and mystery that the story and world present. I'm not too fond of the phrase, but it's like comparing apples and oranges.