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It really depends on what you're looking for in a story, I think. But because Gates seems to be more controversial, probably Sky. It's longer, because of the post-game and the special episodes.
For the record, Gates focuses more on characterization and character development. Because of this, I shed tears at the ending, whereas I only almost shed tears at the end of the Explorers games.
I can't compare them because I haven't played Gates to Infinity but... from what I heard, GtI falls behind in storyline which is pretty short there.
On the other hand, you have enhanced graphics and 6th generation Pokemon.
Then again, you have limited number of starter Pokemon.
So it depends on your preferences... If you have 3DS, you may give GtI a shot and if you aren't satisfied, play EoS.
Sky is the better game, but I liked Gates because it was actually for the 3DS. I honestly think GtI was a pretty good game despite being a little cut-and-dry with limited Pokemon selection and a shortened story compared to the PMD: Explorers games. However, Sky is a personal favorite of mind because of the expanded post-ending content that really gave you more to work for once you beat the main story.
I've only played sky, and it has the best story possible. It's really sucking you into the game and it really triggers your emotions (I see you are going to buy it, you'll see :))
Haven't played GtI yet but from what i've heard from others sky is the better one.
I've played both and to be honest, Gates to Infinity ruined my views on the MD series. I thought it was bland, uninteresting and was just tiring to complete. Sky, however, is a completely different story. I have never loved a game more. I feel like with GtI the developers were putting too much focus into the graphics, while with Sky they focused more on the gameplay and story thus making it much better than GtI. I have a whole list of reasons why I hated GtI. So my final verdict: Sky.
P.S. Try the first MD games if you already haven't. They're no Explorers of Sky but they're pretty decent games.
1.Explorers of Sky/Darkness/Time - Because I cried at the ending and I like the story
2.Red/Blue rescue team -I hate the story but its better than Gates to infinity
3.Gates to infinity -The storyline sucks and this games is pretty tiring especially when fighting the boss
Sky. I never even played Gates To Infinity because of the lack of starter options. But, I hear it's plot is tired and boring, and Sky is cheaper. Sky was a great game, that I know for sure.
Definitely PMD Sky. I also have PMD Red/Blue, Explorers of Time/Darkness and Gates to Infinity but I always liked PMD Explorers of Sky the most. The story always makes me want to cry :3 and therefore, I really like the story. The gameplay is also very great and quite"long", alot of nice Pokemon to encounter. So these series were #1 for me.
As far as PMD Red/Blue concerns, I really like those games too (also a nice story and alot of post-game with almost every legendary, I'm just a big fan of boss-battles :3) but these feel somewhat "plain" in post-game (the main-story is quite short).
I like PMD Gates to Infinity too, but kinda frustrates me that there isn't much of a post-game feel to it :( nothing much to do and I kinda hoped there were more legendaries involved and more different Pokemon to encounter. The game-play is also somewhat simplistic in comparison with the previous PMD games, but it didn't disturb me that much. The game looks really nice, but I'm hoping for a sequel with alot more content and Pokemon :3
I haven't played Infinity aside from the demo, but...
It has great graphics. That's about all I can say for it. I've seen tons of reviews online, looked into the details of it myself and it just looks like it butchered the PMD series to me. There's barely any Pokémon in it that aren't from Unova, and you don't get more than 5 choices of Pokémon to choose from at the start.
Sky however, is amazing and I'm planning on restarting it today so I can play it again. The ending makes me cry far more than a Pokémon game should, and it's a pretty decent storyline if I'm honest. I have Blue/Time/Darkness/Sky and I definitely recommend Sky.
I like Sky more. It made me cry at the end. Games never do that to me. Gates to Infinity just doesn't seem as good. I can't even seem to finish the game. I don't know why. Maybe one day I'll be able to finish it...hopefully :p
Sky was the best. I played it via emulator, and I loved it so much that I ordered the game online, played through the ROM a second time while waiting, and then a third time once I received the game in the mail.
I prefer PMD 2 > 3 > 1, and it's difficult to imagine them topping PMD2 in any future releases.