Lol, the story in Gears is perhaps one of the worst in any game ever. They try soooo hard to make it compelling, and fail soooo badly. With story, for some games... it's much better not to try at all.
Edit:
Some games, like Mario, are best without a story at all beyond "this is the reason you are doing what you're doing".
Some games need just a bit more story to properly control the pacing and continually give the player new objectives; Zelda and Half Life are good examples that do this very well, giving the player just enough to give meaning to the world and motivation to the gameplay.
RPGs generally need a generally fleshed out and well-rounded story to help drive the gameplay, which is generally slower and more repetitive. Too little story leaves the player bored, too much story ends up preaching to the player and boring them for the opposite reason. Kingdom Hearts and Tales of Symphonia are examples of a strong, balanced plot that really helps the experience.
Only two games I know of actually have stand-alone, fully developed plots that people would be willing to buy without the game part. The first is Phoenix Wright, and the second is Metal Gear Solid.