MK1 and 2 had a pretty nice and simple story, basically a simple interesting premise and a handful of interesting characters with enough backstory to have a stake in it all. SCs was interesting but when everyones story is basically them coming back to do what they did in the previous games, it gets old.
I like Guilty Gear's story, simply because it is several stories at once and story mode in GGXX was pretty nice if a bit of a guide dang it. Still I like playing through different characters cause they involve different plots and elements going on like the Government trying to protect the Japanese, the Assassin's Guild, Eddie, The Government mass producing Robo-Ky, Axel's time skips, and of course the truth about the Gears and That Man. Its got a good narrative going for it, it just gets a proper sequel every five to ten years...
I wouldn't really count Dissidia as one of the good ones, its pretty pretentious and most of the real plot is happening in the background through the Secret Reports, the FF cast is just invited to put up a visual spectacle to distract the player from what is really going on.