Seriously, though, the Zelda games have always flourished because of the fantastic gameplay; the story and characters were never terribly important. I mean, they've been fun, yes, but generally one-dimensional with little or no character development to be found.
Take Navi, for example; she's the worst, after all. Throughout all of Ocarina of Time, she did nothing but flit around and give unnecessary advice. She had no personality, no ideas or thoughts, no motives; she was just kind of there. Now, compare that to Midna. Midna showed up and immediately decided to take charge, declaring Link to be her servant. She most definitely has a personality, and while I haven't quite gotten far enough to know for sure, her motives appear to be entirely focused on gaining more power. She's not wild about the whole "saving the world" gig, and even likes the way the Twilight Realm has covered all of Hyrule. Midna could eat Navi for breakfast.
Besides that, the storyline seems to have gotten a bit of an upgrade - but not too much, mind you. Death Mountain is still blowing its top off, the Zoras are still frozen, and people are still getting kidnapped left and right. The difference in Twilight Princess is that I care. Well, okay, not so much about the Goron thing, because that's what you get for deciding to live on a bloody volcano, but the scene wherein you find all of the frozen Zora was actually kind of freaky (despite the fact that everyone and their dog saw it coming a mile away and I noticed it before Midna did).
There was a point somewhere in there. I think it had something to do with the fact that Twilight Princess is a general masterpiece of video gaming.
Also - I meant to write about this a couple days ago, but I was too busy actually playing the game - Zant was pretty entertaining. It's too bad he didn't show up more often (and when he did, he didn't really move), because he was all crazy and loopy and fun, not to mention totally batshit. He's the kind of person you just want to sit back and watch for a while. But no, he got one damn scene and then died. Loser.