I never said games have terrible stories, but most do. There's obviously examples of great games with stories that are told well, coherent, and better than movies.
The problem with Heavy Rain is that the setup is not believable, they throw you into a world that isn't grounded at all, the scenarios they put you in rarely make sense in a normal context, they were just there and made for you to play out. It feels like the whole thing was made: "Mmm, how can we explain this to you, oh I know, let's..."
Heavy Rain isn't exactly "innovative" perse, but it does take QTEs to another level, and its level of attention to level is impressive to me. This is what Heavenly Sword and other earlier games promised, and it shows. The game looks really really good, the settings believable. At least for some of us this was the first time you actually thought the places in the game were real, that you could've been there, no? That's an achievement in my book.
And of course anyone's personal opinion can be a reflection of whether a story is written well or not. Anyone can tell a story, but 1. it might be a terrible story or 2. they might tell it horribly which ruins the experience for you. If I believe that they didn't do a job unfolding the story for me, well that may or may not be a sign. Like I said, just because you're convinced or buy it doesn't mean I will.
A lot of you are saying you really felt connected to the characters, that they were real and you were sympathetic to them, etc... Well, aside from a few scenes with Ethan, I couldn't connect at all with the other characters. To me that's a flaw (not saying you have to relate to EVERY character but...). To other people it's gonna be different. That's fine.
EDIT: You also have to understand I had, super high expectations for this game. I really enjoyed it in the end, but it was disappointing still. It's not a BAD game though; there's no need to come to the defense of a game just to defend it.