Whenever I hear an argument mentioning the maturity of the pokémon main series games, I always think of how innocent and carefree the story can be... and that has always bugged me a bit. Not because I don't like the overly kid-friendly atmosphere... but because I've seen that, even if it's a spin-off game with a different atmosphere, that the pokémon franchise is capable of producing story lines that at least take steps in the right direction.
The biggest example I can think of... and as many fans of the series will probably already see coming... is the pokémon mystery dungeon series. Specifically the second incarnation the explorers of time/darkness/sky trilogy (However the rescue team and gates to infinity games are also applicable.)
To pick at a point already mentioned here... there are massive legendary pokémon destroying the World and yet you still never really feel all that threatened. Not in the PMD games. In the explorers trilogy... [Major Spoiler Warning]
...but despite the happy ending and all of the other happy and child friendly moments that are littered throughout this game... the story here gets pretty damned dark. You get to SEE the consequences of what happens if you fail in your quest to save the world...
... and well, it ain't pretty. It's damn well depressing actually.
Yet still they manage to keep these dark and depressing themes toned down enough for younger audiences... or, even better, intricate enough so as to allow the true severity of what was happening to go right over younger kids heads while us more mature players can get the whole picture.
I think the main series could take a note from chun software and the PMD games in terms of story-telling... these games show that you can make a pokémon game with an at least somewhat more mature story while still catering to a younger audience and I think that if Game Freak did this they'd make a really positive impact on their mature audience while still remaining friendly enough for the younger folks, a win-win if you ask me.
Edit: Apologies for the long post by the way, might have gotten a bit carried away. ^-^''