I'm going to have to disagree. Pokemon's stories are nowhere near epic. And if they continue on this scale it will take many more generations before they are.
I think I'm using the wrong word.
In each game, the Holy **** Quotient (thanks tvtropes) is going up. Like, in GSC, Team Rocket took over the Lake of Rage and the Radio Tower. That was kinda cool. Then, in RSE, Team Aqua/Magma almost destroyed the world's weather patterns. I found that kinda awesome-- Rocket never did much lasting damage, but Aqua and Magma almost killed a continent. Then, Team Galactic blows up several things and almost rips apart the fabric of the universe. Also, the Distortion World is pretty cool, I hear (haven't finished Platinum yet).
In each generation the plot is becoming more structured. In RBY,
things were kind of random, in GSC, Team Rocket had a loose plan, in RSE, Aqua and Magma were building towards the release of Groudon and Kyogre, and in DPPt, most of Galactic's moves were centered around the showdown at Mt. Coronet. There's even a little foreshadowing.
So it's not an awe-inspiring, deep tale, but it's getting more like an actual story as generations pass. And it makes me (who is easily-impressed) go "Wow, that's cool!" more and more.
And, no goats. I wonder what's taking so long.
(If it's Dark type I'll giggle.)