The only game that could give this a run for it's money is Pokemon HeartGold.
-If you've already played Mystery Dungeon: Time/Darkness, this is virtually the same thing. It's the Emerald to Ruby/Sapphire-
The story starts off with usual RPG cliche. Amnesia. You're apparantly a Pokemon that used to be a human. Eventually, another Pokemon will find you and wake you up. After that, a Zubat and Koffing will show up, steal something, then leave. You and your partner pursue them and get the item back. After that, you decide to form an Exploration Team wih your partner. Sorry, but no spoilers anymore.
If there's anything to be said about this game, it's the music. By far, this game has some of the greatest music in it off all time. Especially the final boss fight. I'm actually listening to that right now. The music is truly epic and awe-striking. No game in the world has better music.
Like most Pokemon games, you do "catch and train" Pokemon. But not in the same method. After you clear a dungeon at least once, you can return to it to fight down the Pokemon there. If you win there's about a 50% chance that Pokemon will join you. WILD GIRAFARIG CAUGHT!
You're probably thinking "I already have Explorerd of Time/Darkness. Why should I buy this." Well, think about it this way. Remember playing Pokemon Ruby or Sapphire, or Diamond and Pearl? Now compare that to when you played Emerald or Platinum. Mystery Dungeon: Sky is the Platinum or Emerald of the series.
The story. Oh dear god, I cried. The storyline is tear-jearkingly sad near the end. It's cliche at the start, but it gets better and better. It's purely magnificent. NOTHING comes close to how amazing the story is in this game.
Like every game, this one does have an occasional flaw. Some boss fights are extremely difficult and may make you want to throw your DS out the window. This problem is likely caused by the Pokemon you picked at the start. I, for example, had to fight five Grimer and three Muk with a Riolu and Chikorita. Bad type advantage for me. But most of these flaws can easily be forgiven. The story, like I said, is purely magnificent. It makes up for everything inthe game.
All I can say is buy this game. If you have a DS, but it now. I don't care how old or young you are, buy it. No money? Steal it. No DS? Die. Just go buy this game. I loved every second of it, and if you don't, you don't have a bloody heart.