The newer ones are bad with storytelling - but Morrowind actually had a great main storyline. Oblivion had meh-at-best main quest and good-to-great faction storylines. Skyrim... yeah, not great, with some exceptions. I'd also say there's quite a lot of problems in general with Bethesda games, even if I do enjoy them. :P
I still firmly believe that Morrowind was the best TES game ever made. Everything was perfect, from the ambiance, to the music, to the story, and even combat. Sure you can cheese it, but that was the fun part. I still remember the mourning sound of the silt strider after exiting the boat.
Oblivion was was still good imo, but potato faces, NPC conversations, and the standard medieval setting kind of diminished it. I do like Skyrim and played it since launch but even to this day I have not yet defeated Alduin. There is something very wrong with the game you cannot complete. Morrowind I've lost count how many times I went through the story.
I think open world is great, as long as its populated well and does not detract from the main story. Once it overwhelms you, you will have a Skyrim effect of never reaching the end.
On the other hand there is the highly railroaded Dragon Age 2.
