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The Legend of Zelda: Twilight Princess
The Wind Waker may be more side quest heavy but The Legend of Zelda: Twilight Princess offered an excellent balance between side quests and story-telling. Like other Zelda games, you could go around collecting Poes, golden bugs, heart containers and whatnot. You could also fish, complete archery challenges, explore secret caves, open Malo Mart and so on. Wind Waker may have more but Twilight Princess arguably features better quality side quests.
